SLIDE 1
- Gaussian processes are a non-parametric way to
interpolate data
- Interpolation is driven by the correlation function (aka
kernel) described by «hyperparameters»; for example,
- amplitude of the fluctuations
- correlation length
- …
- Basic steps in GP interpolation:
- Choose a correlation function (kernel)
- Fit hyperparameters
- Compute interpolated values
- Best Linear Unbiased Estimator.
➡ GP may be optimal interpolation method for atmospheric PSF parameters
Gaussian process (GP) interpolation:
2