Abstract
This technical report builds on previous reports to derive the likelihood and its derivatives for a Gaussian Process with a modified Bessel function based covariance function. The full derivation is shown. The likelihood (with gradient information) can be used in maximum likelihood procedures (i.e. gradient based optimisation) and in Hybrid Monte Carlo sampling (i.e. within a Bayesian framework).
Original language | English |
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Place of Publication | Birmingham |
Publisher | Aston University |
Number of pages | 11 |
ISBN (Print) | NCRG/98/017 |
Publication status | Published - 1998 |
Keywords
- Gaussian Process
- Bessel function
- covariance function
- sampling