Bayesian Interpolation

Author(s):  
Sibusiso Sibisi
2021 ◽  
Vol 38 (5) ◽  
pp. 951-961
Author(s):  
Stephen S. Leroy ◽  
Chi O. Ao ◽  
Olga P. Verkhoglyadova ◽  
Mayra I. Oyola

AbstractBayesian interpolation has previously been proposed as a strategy to construct maps of radio occultation (RO) data, but that proposition did not consider the diurnal dimension of RO data. In this work, the basis functions of Bayesian interpolation are extended into the domain of the diurnal cycle, thus enabling monthly mapping of radio occultation data in synoptic time and analysis of the atmospheric tides. The basis functions are spherical harmonics multiplied by sinusoids in the diurnal cycle up to arbitrary spherical harmonic degree and diurnal cycle harmonic. Bayesian interpolation requires a regularizer to impose smoothness on the fits it produces, thereby preventing the overfitting of data. In this work, a formulation for the regularizer is proposed and the most probable values of the parameters of the regularizer determined. Special care is required when obvious gaps in the sampling of the diurnal cycle are known to occur in order to prevent the false detection of statistically significant high-degree harmonics of the diurnal cycle in the atmosphere. Finally, this work probes the ability of Bayesian interpolation to generate a valid uncertainty analysis of the fit. The postfit residuals of Bayesian interpolation are dominated not by measurement noise but by unresolved variability in the atmosphere, which is statistically nonuniform across the globe, thus violating the central assumption of Bayesian interpolation. The problem is ameliorated by constructing maps of RO data using Bayesian interpolation that partially resolve the temporal variability of the atmosphere, constructing maps for approximately every 3 days of RO data.


1992 ◽  
Vol 4 (3) ◽  
pp. 415-447 ◽  
Author(s):  
David J. C. MacKay

Although Bayesian analysis has been in use since Laplace, the Bayesian method of model-comparison has only recently been developed in depth. In this paper, the Bayesian approach to regularization and model-comparison is demonstrated by studying the inference problem of interpolating noisy data. The concepts and methods described are quite general and can be applied to many other data modeling problems. Regularizing constants are set by examining their posterior probability distribution. Alternative regularizers (priors) and alternative basis sets are objectively compared by evaluating the evidence for them. “Occam's razor” is automatically embodied by this process. The way in which Bayes infers the values of regularizing constants and noise levels has an elegant interpretation in terms of the effective number of parameters determined by the data set. This framework is due to Gull and Skilling.


2011 ◽  
Vol 19 (7) ◽  
pp. 1986-1998 ◽  
Author(s):  
Jesper Kjær Nielsen ◽  
Mads Græsbøll Christensen ◽  
A. Taylan Cemgil ◽  
Simon J. Godsill ◽  
Søren Holdt Jensen

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