1. A computer-implemented method of predicting sensor output values of a machine sensor monitoring system, comprising the steps of: providing a set of input sensor data X and a set of output sensor data Y for a plurality of sensors that monitor the performance of a machine, wherein the output sensor data Y depend on the input sensor data X and on unknown hidden machine inputs u; learning a functional relationship that maps the input sensor data to the output sensor data by maximizing a logarithm of a marginalized conditional probability function P(Y|X) wherein the dependence of the output sensor data Y with respect to unknown hidden machine inputs u has been marginalized; providing another set of input sensor data X′; and calculating expected values of the output sensor data Y′ using the input sensor data X′ and the marginalized conditional probability function P(Y|X), wherein the calculated expectation values reflect the dependence of the output sensor data Y′ with respect to the unknown hidden machine inputs u.