Adding constrained discontinuities to Gaussian process models of wind fields

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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.

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Original languageEnglish
Place of PublicationBirmingham
PublisherAston University
Number of pages7
ISBN (Print)NCRG/98/025
StatePublished - 27 Nov 1998

    Keywords

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

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