Adding Constrained Discontinuities to Gaussian Process Models of Wind Fields

Part of Advances in Neural Information Processing Systems 11 (NIPS 1998)

Authors

Dan Cornford, Ian Nabney, Christopher Williams

Abstract

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.