1. A system for statistical modelling, interpolation, and user-feedback based inference of head-related transfer functions (HRTF) comprising: a tangible, non-transitory memory communicating with a processor, the tangible, non-transitory memory having instructions stored thereon that, in response to execution by the processor, cause the processor to perform operations comprising: using a collection of previously measured head related transfer functions for audio signals corresponding to multiple directions for at least one subject; and performing Gaussian process hyper-parameter training on the collection of audio signals.