论文标题
在高斯流程参数检索中考虑输入噪声
Accounting for Input Noise in Gaussian Process Parameter Retrieval
论文作者
论文摘要
高斯工艺(GPS)是一类内核方法,这些方法已证明在地球科学和遥感应用中非常有用,用于参数检索,模型反演和仿真。它们被广泛使用,因为它们是简单,灵活的,并且提供了准确的估计。 GP基于贝叶斯统计框架,该框架为每个估计提供后验概率函数。因此,除了通常的预测(在这种情况下由平均函数给出)外,GP还配备了为每个预测获得预测差异(即误差条,置信区间)的可能性。不幸的是,GP公式通常假设输入中只有噪声,仅在观察结果中。但是,在地球观察问题中通常并非如此,因为通常可以对测量仪器误差进行准确评估,并且有很大的兴趣通过处理管道来表征误差传播。在这封信中,我们演示了如何使用GP模型公式来考虑输入噪声估计值,该公式使用预测均值函数的导数传播误差项。我们分析了所得的预测差异项,并显示了它们如何更准确地代表红外发声数据的温度预测问题中的模型误差。
Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple, flexible, and provide accurate estimates. GPs are based on a Bayesian statistical framework which provides a posterior probability function for each estimation. Therefore, besides the usual prediction (given in this case by the mean function), GPs come equipped with the possibility to obtain a predictive variance (i.e., error bars, confidence intervals) for each prediction. Unfortunately, the GP formulation usually assumes that there is no noise in the inputs, only in the observations. However, this is often not the case in earth observation problems where an accurate assessment of the measuring instrument error is typically available, and where there is huge interest in characterizing the error propagation through the processing pipeline. In this letter, we demonstrate how one can account for input noise estimates using a GP model formulation which propagates the error terms using the derivative of the predictive mean function. We analyze the resulting predictive variance term and show how they more accurately represent the model error in a temperature prediction problem from infrared sounding data.