Likelihood for Gaussian Processes

I am the author of these posts, and I am happy to answer questions if you have any.

I am a frequentist by training and got a little confused by Bayesian and engineering terminology while flipping through the posts. Bear with me.<p>Did I understand well that kernel interpolation is what we&#x27;d call a kind of non-noisy kernel regression? If it&#x27;s the case and dimension d of the regressors is large, multivariate non-parametric estimation will have very slow convergence, won&#x27;t it?

Excellent post. Would you have a recommendation on a resource for learning about reproducing kernel Hilbert spaces? In particular, I&#x27;m interested in learning more about how they are applied to data analysis. I&#x27;ve been reading about them in a very theoretical sense, but very few math texts provide &quot;real-world&quot; examples of how they are used.