Adding constrained discontinuities to Gaussian process models of wind fields

Dan Cornford, Ian T. Nabney, Christopher K. I. Williams, Michael S. Kearns, Sara A. Solla, David A. Cohn

Research output: Preprint or Working paperTechnical report

Abstract

Gaussian Processes provide good prior models for spatial data, but can be too smooth. In many physical situations there are discontinuities along bounding surfaces, for example fronts in near-surface wind fields. We describe a modelling method for such a constrained discontinuity and demonstrate how to infer the model parameters in wind fields with MCMC sampling.
Original languageEnglish
Place of PublicationBirmingham
PublisherAston University
Number of pages7
ISBN (Print)NCRG/98/025
Publication statusPublished - 27 Nov 1998

Keywords

  • Gaussian processes
  • spatial data
  • discontinuities
  • near-surface

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