This repo just contains some random explorations of Gaussian processes (GPs). For the moment, the mini project only contains a demonstration of GP regression. It is planned though to address Bayesian optimization in the future.
A number of illustrative notebooks are provided. They contain a short introduction to GPs in general and an example of GP regression. Moreover, the Karhunen-Loève expansion is discussed despite the fact that this representation applies to a wider class of stochastic processes.