Lecture 3

Question 1

How can we express a mean function

Answer 1

As the sum of simpler functions or in marix form

mu(x) = h(x)^T beta

Question 2

C(h) = σ^2exp{− h^2/ϕ}

What covariance function is this

Answer 2

Squared Exponential

Question 3

C(h) = σ^2exp{−|h|/ϕ}

What covariance function is this

Answer 3

Exponential

Question 4

C(h) = σ^2exp{−| h/ϕ|^p}
1 ≤ p ≤ 2

Answer 4

Powered exponential

Question 5

Write out the matern function

Answer 5

Slide 9

Too complicated to write here also look at nu = 3/2 & 5/2