Week 10: Gaussian Processes

Gaussian Process regression, Kernels with noise, Exercise 6 distributed

Lecture

Lecture slides, week 10

With the TA

Finger exercises part 1 (at the end of the lecture (with TA))

Finger exercises part 2 (at the end of the lecture (with TA))

Demos & notebooks

Multiple Demo Files

Finance Demo (Option-pricing examples, if time permits)

References

Finger ExercisesFinger exercises part 1 and 2 (at the end of the lecture (with TA))

Problem set

Problem set 6 — published Monday 16 NovemberPublished on the Monday of its week; its solution follows one week later.