基于高斯过程的概率泰勒展开
A probabilistic Taylor expansion with Gaussian processes
AI总结:
该研究提出一类基于Taylor核的高斯过程框架,其特定数据下的后验均值可复现任意阶截断泰勒展开,还证明了Taylor核参数最大似然估计的相关结果,是再生核希尔伯特空间正交数据下高斯过程回归的特例。
摘要:
我们研究了一类高斯过程,在特定数据选择下,其后验均值可复现任意阶的截断泰勒展开。这类数据由展开点处的导数求值构成,先验协方差核属于Taylor核(泰勒核)类,可表示为某种幂级数形式。我们讨论并证明了Taylor核参数最大似然估计的若干相关结论。所提出的框架是高斯过程回归的一个特例,其基础数据在协方差核的再生核希尔伯特空间中具有正交性。
英文摘要:
We study a class of Gaussian processes for which the posterior mean, for a particular choice of data, replicates a truncated Taylor expansion of any order. The data consist of derivative evaluations at the expansion point and the prior covariance kernel belongs to the class of Taylor kernels, which can be written in a certain power series form. We discuss and prove some results on maximum likelihood estimation of parameters of Taylor kernels. The proposed framework is a special case of Gaussian process regression based on data that is orthogonal in the reproducing kernel Hilbert space of the covariance kernel.
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