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: | College of Engineering & Physical Sciences > School of Informatics and Digital Engineering > Computer Science College of Engineering & Physical Sciences > Systems analytics research institute (SARI) |
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Uncontrolled Keywords: | Gaussian Process,Bessel function,covariance function,sampling |
ISBN: | NCRG/98/017 | PURE Output Type: | Technical report |
Published Date: | 1998 |
Authors: |
Cornford, Dan
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