Gaussian Processes and Reproducing Kernel Hilbert Spaces: Connections and Equivalences
This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely studied and used in machine learning, statistics, and numerical analysis. We study co...
Motonobu Kanagawa, Philipp Hennig, Dino Sejdinovic et al.
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