Random Processes.

Random processes generalize functions by encoding uncertainty over function values in their covariance function. They can be used to model (deterministic) functions which are not fully known or to define functions with stochastic output.


RandomProcess(input_dim, output_dim, dtype)

Random processes represent uncertainty about a function.

MarkovProcess(initarg, initrv, transition)

Random processes with the Markov property.

GaussianProcess(mean, cov)

Gaussian processes.

Class Inheritance Diagram

Inheritance diagram of probnum.randprocs.RandomProcess, probnum.randprocs.MarkovProcess, probnum.randprocs.GaussianProcess