space such that the value at any given location is a random variable p(f ) is a Gaussian Process if: For any finite subset of locations x = [x1, x2, x3, ...xn ], the set f = [f (x1 ), f (x2 ), ..f (xn )] has a multivariate Gaussian distribution. p(f|x) = N(µ, C) pdf [f (x1 ), f (x2 ), ...f (xn )] = 1 (2π)k |C| exp − 1 2 (f − µ)C−1(f − µ)T Vikrant Kamble Gaussian Random Fields September 28, 2017 6 / 13