This weekend, I have been doing a bit of reading about Gaussian Process State Space Models (GP-SSMs). Aside from being interesting on the modelling and inference sides, they are a remarkably good exercise for what it really means to write down a joint distribution.
Reading group session on Monday: "Lookup multivariate Kolmogorov-Arnold Networks" arxiv.org/abs/2509.07103 with Sergey Pozdnyakov
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