HETEROGENEOUS DATA FUSION USING GAUSSIAN PROCESSES

A method and apparatus for processing data, the data including a set of one or more system inputs; and a set of one or more system outputs; wherein each system output corresponds to a respective system input; each system input includes a plurality of data points, such that at least one of these data points is from a different data source to at least one other of those data points, the method including performing a kernel function on a given system input from the data and a further system input to provide kernelised data; and inferring a value for further system output corresponding to the further system input; wherein the step of inferring includes applying a Gaussian Process to the kernelised data. The data sources may be heterogeneous data sources.