Flexible Gaussian process wind field models

Dan Cornford

Research output: Preprint or 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

Keywords

  • Gaussian Process
  • Bessel function
  • covariance function
  • sampling

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