Today’s the end of classes for Boise State students enrolled during Spring 2025. With a passing grade in Math-401, I’ll be conferred a BS in Applied Mathematics with an emphasis in statistics. Since 2013, my interests in statistics and mathematics have grown steadily, and I’m glad to have reached this milestone in my studies. Over the course of the semester, I maintained my written work and code as a Quarto-based website, which is available here. I feel like I learned a ton, but barely scratched the surface. I’m very grateful to Dr. Wright for his guidance and insights this semester.
My project was focused on the topic of Gaussian Processes (GPs). My goal was to gain an understanding of the literature behind multitask or multioutput Gaussian Process Regression (i.e., non-linear regression with a multidimensional target). I found that this was not a simple task; GPR is powerful and flexible, with its earliest applications being found in the field of geostatistics during the 1960s. The method has since gained further interest from machine learning practitioners. Different communities emphasize different aspects of the topic, and the associated notation varies a lot. If there is a standard, I think Rasmussen & Williams (2006) probably deserve a fair share of credit for their very useful textbook.