Suggestion: interactive visualizations of Gaussian Processes

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Suggested websites:

1. https://distill.pub/2019/visual-exploration-gaussian-processes/
2. http://www.infinitecuriosity.org/vizgp/

Gaussian Processes are a classic in probability theory, statistics and Machine Learning. In particular, GPs make for very valuable illustrations of concepts like covariance and multivariate normal distributions (which are a special case of GP and a limit distribution in statistical inference).