This project explores the various uses of gaussian processes in signal processing and random walk generation. See the [writeup](Gaussian Processes Writeup.pdf) for more detail.
See note_synthesis.m for code which takes a 5 second audio file and finds the most likely sequence of notes.
See lacunary_series.m for an exploration of the differentiability of Lacunary Series.
See ornstein_uhlenbeck_processes.m for a comparison between Brownian and Ornstein-Uhlenbeck processes.