As part of my job, I've got exposed to Gaussian Processes and Bayesian optimization. As an engineer with very limited knowledge on this topic, I was struggling a bit to wrap my head around this topic. Luckily though, I found a great set of lectures that helped me in the progress of mastering the topic. It turns out that the annually organized Gaussian Process Summer Schools (see: http://gpss.cc/ are available on YouTube.
I figured it might be nice to share with those interested.
Below is a very comprehensive introduction to the topic by Richard Wilkinson, professor in statistics at the University of Nottingham:
Enjoy!
