A Gaussian Process consulting Dr. Gramacy

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GP: Doctor Gramacy, I feel down today.

Dr. Gramacy: Any prior condition?

GP: I see myself as quite normal…Constant mean, a stationary kernel. However, after I made a few negative observations, I felt dragged down.

Dr. Gramacy: I see. All we need is to take you to a better place.

GP: ow, that feels uncertain!

Dr. Gramacy: don’t panic, we’ll get there by little updates…See?

GP: Wait…yes! Actually, I already feel much better now.

Dr Gramacy: Very good! Anything else I can do for you?

GP: Well, I am still hoping to really get on top of things…

Dr. Gramacy: let me recommend some extra observations via BO acquisition functions.