• 제목/요약/키워드: Laplace approximation technique

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New Inference for a Multiclass Gaussian Process Classification Model using a Variational Bayesian EM Algorithm and Laplace Approximation

  • Cho, Wanhyun;Kim, Sangkyoon;Park, Soonyoung
    • IEIE Transactions on Smart Processing and Computing
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    • 제4권4호
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    • pp.202-208
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    • 2015
  • In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

변온유입 성층축열조의 충전과정에 대한 해석적 접근 (Analytical approaches to the charging process of stratified thermal storage tanks with variable inlet temperature)

  • 유호선
    • 설비공학논문집
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    • 제9권1호
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    • pp.43-54
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    • 1997
  • This paper presents an approximate analytical solution to a two-region one-dimensional model for the charging process of stratified thermal storage tanks with variable inlet temperature in the presence of momentum-induced mixing. Based on the superposition principle, an arbitrary-varying inlet temperature is decomposed into inherent discontinuous steps and continuous intervals approximated as a finite number of piecewise linear functions. This approximation allows the temperature of the upper perfectly-mixed layer to be expressed in terms of constant, linear and exponential functions with respect to time. Applying the Laplace transform technique to the model equation for the lower thermocline layer subject to each of three representative interfacial conditions yields compact-form solutions, a linear combination of which constitutes the final temperature profile. A systematic method for deriving solutions to the plug-flow problem having polynomial-type boundary conditions is also established. The effect of adiabatic exit boundary on solution behaviors proves to be negligible under the actual working conditions, which justifies the assumption of semi-infinite domain introduced in the solution procedure. Finally, the approximate solution is validated by comparing it with an exact solution obtained for a specific variation of inlet temperature. Excellent agreements between them suffice to show the necessity and utility of this work.

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