This is the definitive reference on the topic! I have some notes on the topic as well, if you want something concise, but that doesn't ignore the math [1].
These are very cool, thanks. Do you know what kind of jobs are more likely to require Gaussian process expertise? I have experience in using GP for surrogate modeling and will be on the job market soon.
Also a resource I enjoyed is the book by Bobby Gramacy [0] which, among other things, spends a good bit on local GP approximation [1] (and has fun exercises).
Aside from secondmind [1] I don't know of any companies (only because I haven't looked)... But if I had to look for places with strong research culture on GPs (I don't know if you're) I would find relevant papers on arxiv and Google scholar, and see if any of them come from industry labs. If I had to take a guess on Bayesian tools at work, maybe the industries to look at would be advertising and healthcare.I would also look out for places that hire econometricists.
abhgh•1d ago
[1] https://blog.quipu-strands.com/bayesopt_1_key_ideas_GPs#gaus...
C-x_C-f•1d ago
Also a resource I enjoyed is the book by Bobby Gramacy [0] which, among other things, spends a good bit on local GP approximation [1] (and has fun exercises).
[0] https://bobby.gramacy.com/surrogates/surrogates.pdf
[1] https://arxiv.org/abs/1303.0383
abhgh•1d ago
Also thank you for the book recommendation!
[1] https://www.secondmind.ai/