A list of resources for understanding Gaussian Processes. Inspired by Awesome Normalizing Flows list.

1. 📘 Books
2. 🌐 Blog Posts
3. 📺 Videos
4. 📦 Packages
5. 📝 Publications
6. 📌 Meetups
7. 🎉 Open to Suggestions!

• Gaussian Processes for Machine Learning
• Pattern Recognition and Machine Learning - Chapter 6.4
• Bayesian Data Analysis 3rd Edition - Chapter 21
• Surrogates: Gaussian Process Modeling, Design, and Optimization for the Applied Sciences
• Machine Learning: a Probabilistic Perspective - Chapter 15
• Applied Stochastic Differential Equations

• Automatic Model Construction with Gaussian Processes by David K. Duvenaud
• Covariance Kernels for Fast Automatic Pattern Discovery and Extrapolation with Gaussian processes by Andrew G. Wilson

• Gaussian Process Model Zoo by J. Emmanuel Johnson

• A Visual Exploration of Gaussian Processes
• Gaussian process introductory tutorial in Python¶
• Gaussian Processes, not quite for dummies
• Robust Gaussian Process Modeling
• The Kernel Cookbook
• Interactive Gaussian Process Visualization

• Gaussian process demonstration with Stan by Aki Vehtari
• Gaussian Process Classification Model in various PPLs
• Exploring Bayesian Optimization
• Random effects in Gaussian Processes

• Gaussian Process Summer Schools
• Gaussian Process Basics by David MacKay
• Gaussian Processes by Carl E. Rasmussen
• Introduction to Gaussian processes by Nando de Freitas
• Open Data Science Initiative channel
• MLSS 2013 Tübingen GP Tutorial
  • Part 1, Part 2, Part 3
• MLSS 2015 Tübingen GP Tutorial
  • Part 1, Part 2, Part 3
• MLSS 2019 Africa GP tutorial
  • Part 1, Part 2
• Machine Learning with Signal Processing (ICML 2020 Tutorial)
• Gaussian processes for fun and profit: Probabilistic machine learning in industry
• A Primer on Gaussian Processes for Regression Analysis | PyData NYC 2019

List of packages dedicated to Gaussian Processes or with Gaussian Processes functionalities.

• GPy
• celerite
• GPyTorch
• GPflow
• BoTorch
• scikit-learn GP module
• PyMC3
• Pyro
• GPJax
• Emukit
• Stheno
• JAX-BO

• GaussianProcesses.jl
• Stheno.jl

• Stan User's Guide - Gaussian Processes chapter

• GPstuff
• GPML toolbox

• A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning
• Taking the Human Out of the Loop: A Review of Bayesian Optimization

• Causal Inference using Gaussian Processes with Structured Latent Confounders

• Kernels for Vector-Valued Functions: a Review

• Gaussian Processes for Survival Analysis

• Gaussian processes for time-series modelling

• Gaussian Processes Cambridge
  • Resources

See something that's missing from this list? PRs welcome!

If you're unsure if a paper or resource belongs in this list, feel free to open an issue and start a discussion. This repo is meant to be a community effort. So don't hesitate to voice an opinion.