Gaussian Process Regression Reviewed in the Context of Inverse Theory

Abstract

We review Gaussian process regression (GPR) and analyze it in the context of Inverse Theory—the collection of techniques used in geophysics (among other fields) to understand the structure of data analysis problems and the quality of their solutions. By viewing GPR as a special case of generalized least squares (least squares with prior information), we derive expressions for a variety of standard Inverse Theory quantities, including the data and model resolution matrices, the importance (influence) vector, and the gradient of the solution with respect to a parameter. We study the impulse response in the one-dimensional continuum limit and provide formulas for its area and width. Finally, we demonstrate how the importance vector can be used to design an optimum GPR experiment, through a process we call importance winnowing.