Recommendations for GP knowledge

[joshualeond]

Hi, and thanks for this open source work!

I know this question is likely hard to answer, as it varies per person and their background, but I'm curious if you have any recommendations on how to build up the sufficient knowledge to use a package like this one. For me personally, I do have a quantitative background (electrical engineering) as well as intro Statistical Inference (Casella/Berger), but reading the docs here, I'm definitely aware of a gap that I need to fill to have fun with building GPs.

Thanks again,
Josh

[joshualeond]

Apologies, I just noticed I skipped over this in your docs:

This tutorial provides a brief introduction to how Gaussian Processes (GPs) are implemented in tinygp. We’re not going to provide much of an introduction to GPs themselves, because there are already a lot of excellent resources for that, including this text book, this blog post, and many others that I’m sure you can find by Googling.

I'll review both, but of course I'm interested in any other recommendations you may have. Thanks!