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Gaussian Process Regression Reviewed in the Context of Inverse Theory

机译:在逆理论的背景下审查了高斯进程回归

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摘要

We review Gaussian process regression (GPR) and analyze it in the context of Inverse Theory-the collection of techniques used in geophysics (among other fields) to understand the structure of data analysis problems and the quality of their solutions. By viewing GPR as a special case of generalized least squares (least squares with prior information), we derive expressions for a variety of standard Inverse Theory quantities, including the data and model resolution matrices, the importance (influence) vector, and the gradient of the solution with respect to a parameter. We study the impulse response in the one-dimensional continuum limit and provide formulas for its area and width. Finally, we demonstrate how the importance vector can be used to design an optimum GPR experiment, through a process we call importance winnowing.
机译:None

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