Covariance Kernel
Covariance kernels are fundamental components of Gaussian processes (GPs), defining the relationships between data points and shaping the resulting predictive distributions. Current research focuses on developing more expressive and computationally efficient kernels, including those derived from deep neural networks and those designed for specific data structures like graphs and spatiotemporal data, often employing techniques like inducing points and sparse grids to improve scalability. These advancements are crucial for extending the applicability of GPs to larger datasets and more complex problems in diverse fields, such as machine learning, scientific modeling, and engineering applications where robust uncertainty quantification is essential.