Adding constrained discontinuities to Gaussian process models of wind fields


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.

Divisions: Engineering & Applied Sciences > Computer Science
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Uncontrolled Keywords: Gaussian processes,spatial data,discontinuities,near-surface
ISBN: NCRG/98/025
PURE Output Type: Technical report
Published Date: 1998-11-27
Authors: Cornford, Dan ( 0000-0001-8787-6758)
Nabney, Ian T. ( 0000-0003-1513-993X)
Williams, Christopher K. I.
Kearns, Michael S.
Solla, Sara A.
Cohn, David A.


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