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Derivatives of Gaussian processes

A Gaussian process $X$ on Euclidean space $\mathbb R^d$ has a radial basis kernel if for any $u,w\in\mathbb R^d$, we have $$ \mathrm{Cov}(X_u, X_w) = \sigma^2 \exp\left ( -\frac{\left\lVert u-w \right …
Shannon S.'s user avatar