The Art of Gaussian Processes: Classical and Contemporary

Description: This 3-hour tutorial, jointly developed with my colleague César Lincoln C. Mattos, first introduces the fundamentals of the GP model to then present the current research challenges in the field.

MutiOutput Gaussian Processes

Description: In this 1-hour talk, I motivate and present the MOGP, the main covariance functions as well as some examples and demos.

Bayesian Nonparametric Spectral Estimation

Description: The use of Gaussian process for Bayesian interpolation of time series in order to compute posterior distributions of the spectrum of latent time series.

A Gentle Introduction to Gaussian Proceses with Applications

Description: An intuitive presentation of Gaussian process (GP) regression models and presents some applied work using GPs. Slides here.