Flexible Gaussian process wind field models

Dan Cornford

Research output: Working paperTechnical report

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 languageEnglish
Place of PublicationBirmingham
PublisherAston University
Number of pages11
ISBN (Print)NCRG/98/017
Publication statusPublished - 1998

Fingerprint

Bessel functions
Maximum likelihood
Sampling
Derivatives

Keywords

  • Gaussian Process
  • Bessel function
  • covariance function
  • sampling

Cite this

Cornford, D. (1998). Flexible Gaussian process wind field models. Birmingham: Aston University.
Cornford, Dan. / Flexible Gaussian process wind field models. Birmingham : Aston University, 1998.
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Cornford, D 1998 'Flexible Gaussian process wind field models' Aston University, Birmingham.

Flexible Gaussian process wind field models. / Cornford, Dan.

Birmingham : Aston University, 1998.

Research output: Working paperTechnical report

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Cornford D. Flexible Gaussian process wind field models. Birmingham: Aston University. 1998.