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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Details

Original languageEnglish
Pages (from-to)861-867
Number of pages7
JournalAdvances in Neural Information Processing Systems
Volume11
StatePublished - 1999
EventAdvances in Neural Information Processing Systems 1999 - Dublin, Ireland

Bibliographic note

Copyright of the Massachusetts Institute of Technology Press (MIT Press) Available also on Google Books

    Keywords

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

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