Preface

PrefaceΒΆ

This website was created for a master lecture at the faculty of Mechanical Engineering and Process Engineering at the Niederrhein University of Applied Sciences. The lecture is designed for master students with interest in the research activity of the Institute of Modelling and High-Performance Computing.

The main focus of the lecture is probabilistic machine learning models and in particular, Gaussian processes for machine learning. Since we assume little prior knowledge on probability theory and statistics, the first part of the course deals with these topics and tries to cover all content to understand the subsequent sections. Moreover, the last part of the lecture covers applications such as Bayesian optimization, design uncertainty analysis and so on. During the accompanying exercise classes all topics are discussed in detail.

Our aim is to provide modern and useful tools for industrial applications in the fields of engineering and others.