Squared-exponential kernel是一种在机器学习和统计模型中常用的核函数。它在高斯过程(Gaussian Process)模型中有着广泛的应用,用以衡量两个输入样本间的相似度。其数学表达式为\(k(x, x') = \exp\left(-\frac{\|x - x'\|^2}{2\ell^2}\right)\),其中\(\|x - x'\|\)表示输入样本...
EXPONENTIAL WEIGHTSPEARCEY PROCESSWe study a model of n non-intersecting squared Bessel processes in the confluent case: all paths start at time t = 0 at the same positive value x = a, remain positive, and are conditioned to end at time t = T at x = 0. In the limit n -> az, ...