(Q1496376)

English

Gaussian process

stochastic process such that every finite collection of random variables has a multivariate normal distribution

Gaussian stochastic process

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\forall s_{1},\dotsc ,s_{k}\in \mathbb {R} \colon \operatorname {E} \left(\exp \left(\mathrm {i} \sum _{i}s_{i}X_{t_{i}}\right)\right)=\exp \left(-{\frac {1}{2}}\sum _{i,j}\sigma _{ij}s_{i}s_{j}+\mathrm {i} \sum _{i}\mu _{i}s_{i}\right)

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in defining formula

X

symbol represents

Gaussian process

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\operatorname {E} (-)

symbol represents

expectation

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s_{i}

symbol represents

real number

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\mathrm {i}

symbol represents

imaginary unit

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maintained by WikiProject

WikiProject Mathematics

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schematic

Gaussianprocess smooth.png
265 × 116; 12 KB

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Identifiers

Bibliothèque nationale de France ID

119469389

subject named as

Processus gaussiens

1 reference

stated in

Nuovo soggettario

reference URL

https://thes.bncf.firenze.sbn.it/termine.php?id=45384

retrieved

16 June 2021

National Library of Israel J9U ID

987007560462305171

1 reference

stated in

National Library of Israel Names and Subjects Authority File

Library of Congress authority ID

sh85053558

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reference URL

https://github.com/JohnMarkOckerbloom/ftl/blob/master/data/wikimap

3 April 2019

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1 reference

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28 October 2013

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Microsoft Academic ID

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1 reference

26 January 2022

https://docs.openalex.org/download-snapshot/snapshot-data-format

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ScienceDirect topic ID

economics-econometrics-and-finance/gaussian-process

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STW Thesaurus for Economics ID

29887-6

mapping relation type

exact match

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(Q1496376)

Gaussian process

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