Intrinsic Gaussian processes on complex constrained domains

Journal Article (Journal Article)

We propose a class of intrinsic Gaussian processes (GPs) for interpolation, regression and classification on manifolds with a primary focus on complex constrained domains or irregularly shaped spaces arising as subsets or submanifolds of R, R2, R3 and beyond. For example, intrinsic GPs can accommodate spatial domains arising as complex subsets of Euclidean space. Intrinsic GPs respect the potentially complex boundary or interior conditions as well as the intrinsic geometry of the spaces. The key novelty of the approach proposed is to utilize the relationship between heat kernels and the transition density of Brownian motion on manifolds for constructing and approximating valid and computationally feasible covariance kernels. This enables intrinsic GPs to be practically applied in great generality, whereas existing approaches for smoothing on constrained domains are limited to simple special cases. The broad utilities of the intrinsic GP approach are illustrated through simulation studies and data examples.

Full Text

Duke Authors

Cited Authors

  • Niu, M; Cheung, P; Lin, L; Dai, Z; Lawrence, N; Dunson, D

Published Date

  • July 1, 2019

Published In

Volume / Issue

  • 81 / 3

Start / End Page

  • 603 - 627

Electronic International Standard Serial Number (EISSN)

  • 1467-9868

International Standard Serial Number (ISSN)

  • 1369-7412

Digital Object Identifier (DOI)

  • 10.1111/rssb.12320

Citation Source

  • Scopus