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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

1 vote
2 answers
768 views

Gibbs sampling step size

I have some data generated using MCMC methods and in particular Gibbs sampling. I computed the autocorrelation but I'm unsure how to determine how many samples to skip. I'd like to determine that qua …
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6 votes
2 answers
2k views

Are Gaussian Processes more important than other stochastic processes?

I am doing a course at university and it deals with Gaussian Processes mainly. We use them for fitting data and prediction, machine learning, regression, classification. Is there any particular reason …
s5s's user avatar
  • 87