• Title/Summary/Keyword: Variational bayesian EM algorithm

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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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    • v.4 no.4
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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.

Computationally efficient variational Bayesian method for PAPR reduction in multiuser MIMO-OFDM systems

  • Singh, Davinder;Sarin, Rakesh Kumar
    • ETRI Journal
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    • v.41 no.3
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    • pp.298-307
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    • 2019
  • This paper investigates the use of the inverse-free sparse Bayesian learning (SBL) approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency-division multiplexing (OFDM)-based multiuser massive multiple-input multiple-output (MIMO) systems. The Bayesian inference method employs a truncated Gaussian mixture prior for the sought-after low-PAPR signal. To learn the prior signal, associated hyperparameters and underlying statistical parameters, we use the variational expectation-maximization (EM) iterative algorithm. The matrix inversion involved in the expectation step (E-step) is averted by invoking a relaxed evidence lower bound (relaxed-ELBO). The resulting inverse-free SBL algorithm has a much lower complexity than the standard SBL algorithm. Numerical experiments confirm the substantial improvement over existing methods in terms of PAPR reduction for different MIMO configurations.