I highly recommend the following post which gives the basic intuition behind gaussian processes: https://planspace.org/20181226-gaussian_processes_are_not_so_fa

I highly recommend the following post which gives the basic intuition behind gaussian processes: https://planspace.org/20181226-gaussian_processes_are_not_so_fancy/ https://planspace.org/20181226-gaussian_processes_are_not_so...