Gaussian Processes

My notes on Gaussian Processes, as I have been reading the classic book by Rasmussen and Williams [[pdf](http://www.gaussianprocess.org/gpml/chapters/RW.pdf)]. This was a book I had wanted to read for a while, and I finally got around to reading it. The purpose of these notes is mostly to help me digest the material, but I hope these are useful to others as well.

  1. Part 1: Gaussian Processes, Part 1 — Regression

    August 30, 2026 · 15 min read

    From Bayesian linear regression to Gaussian processes: the weight-space view, the kernel trick, and the function-space view.