Flexible Gaussian process wind field models

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

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).

Divisions: Engineering & Applied Sciences > Computer science
Engineering & Applied Sciences > Computer science research group
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Uncontrolled Keywords: Gaussian Process,Bessel function,covariance function,sampling
Published Date: 1998
Authors: Cornford, Dan ( 0000-0001-8787-6758)

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