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Shannon sampling theorem: Gaussian process formulation [2/2], theory, examples [Signal Processing]
This video delves into the detailed Gaussian process regression formula for the band-limited stochastic process introduced in the video https://youtu.be/Gl-Na8JgDys . That GP regression formula coincides with the `sinc' reconstruction in signal processing; the sampling theorem is proved by checking that the `residual' variance of the posterior ...
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