Assignment Problem: Gaussian Process Regression with Poisson likelihood
Task 1: Find an expression for the KL divergence between two univariate Gaussian distributions
Task 2: Prove the following expression is the KL divergence between the approximating distribution and our Gaussian process prior on f
Task 3: Prove that the following expression is the expectation of the log likelihood of the Poisson distribution wrt q(fn)
Attachment:- Task-Gaussian Process Regression.rar