{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# E9. To be completed after lesson 25\n", "\n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Exercise 9.1\n", "\n", "Discuss the relationship between these two statements.\n", "\n", "\\begin{align}\n", "&1.\\quad f \\sim \\text{GP}(m(\\mathbf{x}), k(\\mathbf{x}, \\mathbf{x}';\\theta_k)), \\\\[1em]\n", "&2.\\quad \\mathbf{f} \\sim \\mathrm{MultiNorm}(\\mathbf{m}(\\mathbf{X}), \\mathsf{K}), \\\\[1em]\n", "\\end{align}\n", "\n", "where the entries in $\\mathsf{K}$ are given by $K_{ij} = k(\\mathbf{x}_i, \\mathbf{x}_j';\\theta_k)$." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Exercise 9.2\n", "\n", "Are Gaussian processes useful for extrapolation? That is, say we measured $y$ values on an interval $[x_\\mathrm{start}, x_\\mathrm{end}]$. Could we use a Gaussian process to estimate what values of $y$ we might get for $x > x_\\mathrm{end}$?" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Exercise 9.3\n", "\n", "When we have a GP prior and a Normal likelihood, there are some *really* fortuitous consequences. What are they?" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Exercise 9.4\n", "\n", "Did you read the solutions to homework 8?" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Exercise 9.5\n", "\n", "Write down any additional questions you have." ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.9.7" } }, "nbformat": 4, "nbformat_minor": 4 }