In this lecture I will introduce Gaussian process regression. This is the eleventh lecture in the Machine Learning Toolkit module that follows the third chapter of the book "Applied Mathematics Toolkit: Modeling, Data, and Algorithms for Scientists and Engineers", which will be available at the end of 2026. Feel free to contact the authors Nan Chen or myself (Charlotte Moser) via email at [email protected] or [email protected] with any questions. More information about our work can be found at https://people.math.wisc.edu/~nchen29/ or https://sites.google.com/view/charlotte-moser.
