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Gaussian process regression for maximum entropy distribution
Journal of Computational Physics ( IF 3.8 ) Pub Date : 2020-06-10 , DOI: 10.1016/j.jcp.2020.109644
Mohsen Sadr , Manuel Torrilhon , M. Hossein Gorji

Maximum-Entropy Distributions offer an attractive family of probability densities suitable for moment closure problems. Yet finding the Lagrange multipliers which parametrize these distributions, turns out to be a computational bottleneck for practical closure settings. Motivated by recent success of Gaussian processes, we investigate the suitability of Gaussian priors to approximate the Lagrange multipliers as a map of a given set of moments. Examining various kernel functions, the hyperparameters are optimized by maximizing the log-likelihood. The performance of the devised data-driven Maximum-Entropy closure is studied for couple of test cases including relaxation of non-equilibrium distributions governed by Bhatnagar-Gross-Krook and Boltzmann kinetic equations.



中文翻译:

高斯过程回归用于最大熵分布

最大熵分布提供了一个有吸引力的概率密度系列,适用于力矩闭合问题。然而,找到对这些分布进行参数化的拉格朗日乘数,事实证明这是实际闭合设置的计算瓶颈。受最近高斯过程成功的推动,我们研究了高斯先验将拉格朗日乘数近似为给定时刻映射的适用性。检查各种内核功能,通过最大化对数似然来优化超参数。在几个测试案例中研究了设计的数据驱动的最大熵闭包的性能,其中包括放宽由Bhatnagar-Gross-Krook和Boltzmann动力学方程控制的非平衡分布。

更新日期:2020-06-10
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