term '''gaussian process prior ''' finite collection variables ''x'' sub sub nbsp nbsp ''x'' sub ''n'' sub function outputs math f x ldotsf x n math jointly distributed according multivariate gaussian mean math x ldotsm x n intercal math covariance matrix math k ij k x ix j math assume math f x sim mathcal gp mk math math x sim mathcal gp ml math math l x ix j k x ix j sigma delta x ix j math math delta x ix j math standard kronecker delta function ref name '''gaussian process posterior ''' according gp prior get math x ldotsy x r sim mathcal n k math math x ldotsm x r intercal math math k ij k x ix j sigma delta x ix j math let x sub sub sup sup x sub sub sup sup another finite collection variables 's obvious math x ldotsy x r f x ldotsf x intercal sim mathcal n binom begin pmatrix k k k intercal k end pmatrix math math x ldotsm x intercal math math k ij k x x j math math k ij k x ix j math according equations
Applied science Library and museum studies Statistics Bootstrap (Statistics)