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Un garçon pas comme les autres (Bayes) - Priors for the parameters in a Gaussian process
https://dansblog.netlify.app/posts/2022-09-07-priors5/priors5.html
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If you’re not a machine learner (and sometimes if you are), Gaussian processes need priors on their parameters. Like everything else to do with Gaussian processes, this can be delicate. This post works through some options.