| Primary Use Case |
Continuous function approximation, regression, and uncertainty quantification. |
Clustering, density estimation, and mixture models with an infinite number of components. |
| Mathematical Object |
Infinite-dimensional generalization of a multivariate normal distribution. |
Infinite-dimensional generalization of the Dirichlet distribution. |
| Output |
A continuous function f(x) (with confidence intervals) mapping inputs to outputs. |
A discrete probability measure (a set of clusters and their weights). |