Monograph bridges Gaussian Processes and RKHS with unifying perspective
RichmanRonald · x · 2026-09-02
Researchers have released a monograph exploring the connections between probabilistic Gaussian Processes (GP) and non-probabilistic Reproducing Kernel Hilbert Spaces (RKHS). It covers equivalences in regression, interpolation, numerical integration, and sample path properties, establishing a unified view based on the equivalence between the Gaussian Hilbert space and RKHS. The work aims to bridge methods developed in parallel by both communities.
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