Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

The Annals of Probability, Vol. 1, No. 1 (Feb., 1973), pp. 123-130 (8 pages) Three sufficient conditions for continuity of real-valued, separable, Gaussian processes on $\mathbb{R}^1$ are compared.

In this article, we propose a generalized Gaussian process concurrent regression model for functional data, where the functional response variable has a binomial. Poisson, or other non-Gaussian ...

Herlands, William, Edward McFowland III, Andrew Gordon Wilson, and Daniel B. Neill. "Gaussian Process Subset Scanning for Anomalous Pattern Detection in Non-iid Data." Proceedings of Machine Learning ...