To add to a sibling comment, if you're interested in learning a bit about the both the Gaussian (as in a density estimator like Gassian Mixture Models, aka GMMs

To add to a sibling comment, if you're interested in learning a bit about the both the Gaussian (as in a density estimator like Gassian Mixture Models, aka GMMs) vs Gaussian Processes (GP), I have some write-ups here: [1] and [2]. [1] Fun with GMMs https://blog.quipu-strands.com/fun_with_GMMs https://blog.quipu-strands.com/fun_with_GMMs [2] This is a larger article on BayesOpt, but I've a section dedicated to GPs: https://blog.quipu-strands.com/bayesopt_1_key_ideas_GPs#gaussian_processes https://blog.quipu-strands.com/bayesopt_1_key_ideas_GPs#gaus...