Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

programming assignment in Python (b) The property in (a) can be extended to the multivariate normal case. Suppose that for every k E (N +

programming assignment in Python
image text in transcribed
(b) The property in (a) can be extended to the multivariate normal case. Suppose that for every k E (N + 1.N+M}. {Y1... Yn Ye) is multivariate normal with mean vector = and a (N+ 1) (N+1) covariance matrix , where the covariance between Y, and Y, (denoted by $_) has the following form: Dy = 0; exp(- -) + 26.), Vij 22 where az is a scale factor, is called the lengthscale, o is some positive constant (usually called the noise parame ter), and is the delta function (i.. dis = lifi =j and 8 = 0ifi #1). Given that Yi = yi Yx = ys, it can be shown that the conditional distribution of Y, is normal with mean (11)[K(TNF)+o-1 and variance K{Ix.xx) - K(**.31_w)[KIN. 11.) +011-K(+18, 12), where K(12.1) = S, is a scalar. K(+) = ( Sun) is a x N vector KEUNIN) is an N * N matrix with the (:)-th entry equal to . . I is an identity matrix of size N N. Ka) is the transpose of R(+1). .: El is an N x 1 vector Based on the above conditional distribution, please write a program (0.8. in Python or MATLAB) to find the predictive distributions of the outputs of the test query points (*N****+a)What is the prediction result of the testing dataset under a = 1,0 =0.1.1 = 0.5? What is the prediction result of the testing dataset if is set to be 0.1 instead? How about

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Making Databases Work The Pragmatic Wisdom Of Michael Stonebraker

Authors: Michael L. Brodie

1st Edition

1947487167, 978-1947487161

Students also viewed these Databases questions

Question

How do you add two harmonic motions having different frequencies?

Answered: 1 week ago