Abstract: In this tutorial-style talk (~75 min. duration), I will provide an accessible introduction to Gaussian processes (GPs), with a view toward applications in high-energy physics. I will start with the basic definition of a GP and explain how to perform inference with these models. I will then describe the choice and estimation of the mean and the covariance functions and demonstrate these ideas with simple examples. I will close with a brief overview of applications of GPs in high-energy physics.
Mikael Kuusela is an Assistant Professor of Statistics and Data Science at Carnegie Mellon University. His research focuses on methods for analysing large and complex data sets in the physical sciences, including unfolding and statistical learning problems in high-energy physics. He has been a member of CMS since 2010, and has extensive experience explaining statistical issues to Particle Physicists.
O. Behnke, L. Lyons, L. Moneta, N. Wardle