Preliminaries Wishart Processes GP and WP in a Nutshell oGaussian distribution: Each sampled instance is a finite-dimensional vector, v=(h,,vd). o Wishart distribution: Each sampled instance is a finite-dimensional p.s.d.matrix,M 0. Gaussian process: Each sampled instance is an infinite-dimensional function,f(). ●Wishart process: Each sampled instance is an infinite-dimensional p.s.d.function, g(,). 口4日+4三至三)及0 Li,Zhang and Yeung (CSE.HKUST) LWP AISTATS 2009 8/23Preliminaries Wishart Processes GP and WP in a Nutshell Gaussian distribution: Each sampled instance is a finite-dimensional vector, v = (v1, . . . , vd ) 0 . Wishart distribution: Each sampled instance is a finite-dimensional p.s.d. matrix, M  0. Gaussian process: Each sampled instance is an infinite-dimensional function, f (·). Wishart process: Each sampled instance is an infinite-dimensional p.s.d. function, g(·, ·). Li, Zhang and Yeung (CSE, HKUST) LWP AISTATS 2009 8 / 23