Timeline for Is there a Gaussian process for the solutions of the wave equation?
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| Nov 3, 2019 at 19:36 | comment | added | Markus Lange-Hegermann | Thx for your time and your answer. I was also thinking in this direction before, since I had no approach how to solve these integrals in closed form. Any idea how to select the prior for f and g to solve this integral? (Note: even in the two-dimensional case above, this is a 4-fold integral, as it is applied to the prior covariance from both sides.) | |
| Nov 3, 2019 at 12:40 | history | answered | Igor Khavkine | CC BY-SA 4.0 |