Again, I run into the question that “what’s the difference between GP and GPs”? Here, GP is Gaussian process while GPs is Gaussian processes. So you see the difference?
In this post, I decided to solve this confusion (a better words? puzzle? bewilderment? perplexity?) once and for all.
According to Wikipedia:Gaussian_process:
… a Gaussian process is a stochastic process …
So, first, we can infer that GP is countable. (This is not silly.)
According to Wikipedia:Stochastic_process:
The term random function is also used to refer to a stochastic or random process, because a stochastic process can also be interpreted as a random element in a function space.
So, roughly speaking, a GP is a random function, such that every finite collection of those random variables has a multivariate normal distribution.
According to Wikipedia:Multivariate_normal_distribution:
multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution