Learn More
Stochastic differential equations arise naturally in a range of contexts, from financial to environmental modeling. Current solution methods are limited in their representation of the posterior process in the presence of data. In this work, we present a novel Gaussian process approximation to the posterior measure over paths for a general class of(More)
Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing parameters and the system noise (volatility) in these dynamical systems is a crucial, but non-trivial task, especially when the system is nonlinear and multi-modal. We propose a(More)
6 Recent advances in technology have produced a significant increase in the avail-7 ability of free sensor data over the Internet. With affordable weather monitoring 8 stations now available to individual meteorology enthusiasts, a reservoir of real 9 time data such as temperature, rainfall and wind speed can now be obtained for 10 most of the world.(More)
A conventional neural network approach to regression problems approximates the conditional mean of the output vector. For mappings which are multi-valued this approach breaks down, since the average of two solutions is not necessarily a valid solution. In this article Mixture Density Networks, a principled method for modelling conditional probability(More)
In many problems in spatial statistics it is necessary to infer a global problem solution by combining local models. A principled approach to this problem is to develop a global probabilistic model for the relationships between local variables and to use this as the prior in a Bayesian inference procedure. We use a Gaussian process with hyper-parameters(More)
Most current 3D landscape visualisation systems either use bespoke hardware solutions, or offer a limited amount of interaction and detail when used in realtime mode. We are developing a modular, data driven 3D visualisation system that can be readily customised to specific requirements. By utilising the latest software engineering methods and bringing a(More)
Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a(More)
Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the expected tilted loss function. The integration required in learning is not analytically tractable so to speed up the(More)
In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: Keywords: Environmental data Environmental information In situ sensors Spatial(More)
Web-based distributed modelling architectures are gaining increasing recognition as potentially useful tools to build holistic environmental models, combining individual components in complex workflows. However, existing web-based modelling frameworks currently offer no support for managing uncertainty. On the other hand, the rich array of modelling(More)