There's also "A Visual Exploration of Gaussian processes".<p><a href="https://distill.pub/2019/visual-exploration-gaussian-processes/" rel="nofollow">https://distill.pub/2019/visual-exploration-gaussian-process...</a><p>Everything from distill.pub is great.
I'm kinda confused by the graphs like this: <a href="https://nipunbatra.github.io/blog/2019/20d-conditional.gif" rel="nofollow">https://nipunbatra.github.io/blog/2019/20d-conditional.gif</a><p>I would expect the graphs to curve (somewhat) smoothly between the 3rd and 4th known points, but instead the 4th point shows up as this weird discontinuity—the graphs are far above it, and then spike down to the 4th point only very close to that point. Why is that? The result doesn't seem (to my untrained eyes) to be very satisfactory.