Flexible Gaussian process wind field models


Autoria(s): Cornford, Dan
Data(s)

1998

Resumo

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).

Formato

application/pdf

Identificador

http://eprints.aston.ac.uk/1238/1/NCRG_98_017.pdf

Cornford, Dan (1998). Flexible Gaussian process wind field models. Technical Report. Aston University, Birmingham.

Publicador

Aston University

Relação

http://eprints.aston.ac.uk/1238/

Tipo

Monograph

NonPeerReviewed