Analysis and Probability on Infinite-Dimensional Spaces

Abstract

These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces. They originated as the notes for a topics course at Cornell University in 2011.

70 pages; minor spellling and notation fixes

Cited by in corpus (2)

• Variational Inference for Gaussian Process Models with Linear Complexity
• Scalable Training of Inference Networks for Gaussian-Process Models