Adding constrained discontinuities to Gaussian process models of wind fields

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Adding constrained discontinuities to Gaussian process models of wind fields

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Authors

Dan CornfordORCiD: http://orcid.org/0000-0001-8787-6758
Ian T. NabneyORCiD: http://orcid.org/0000-0003-1513-993X
Christopher K. I. Williams
Michael S. Kearns (Editor)
Sara A. Solla (Editor)
David A. Cohn (Editor)

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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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Details

Original language	English
Pages (from-to)	861-867
Number of pages	7
Journal	Advances in Neural Information Processing Systems
Volume	11
State	Published - 1999
Event	Advances in Neural Information Processing Systems 1999 - Dublin, Ireland Duration: 3 Aug 1999 → 6 Aug 1999

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Keywords

Gaussian processes, spatial data, discontinuities, near-surface

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