We consider the problem of improving the Gaussian approximate posterior marginals computed by expectation propagation and the Laplace method in latent Gaussian models and propose methods that are similar in spirit to the Laplace approximation of Tierney and Kadane (1986). We show that in the case of sparse Gaussian models, the computational complexity of expectation propagation can be made comp...

Based on an examination of K data from four different sites, a new stochastic fractal model, fractional Laplace motion, is proposed. This model is based on the assumption of spatially stationary ln(K) increments governed by the Laplace PDF, with the increments named fractional Laplace noise. Similar behavior has been reported for other increment processes (often called fluctuations) in the fiel...

For a skip-free Markov process on Z + with generator matrix Q, we evaluate the joint Laplace transform of the occupation times before hitting the state n (starting at 0). This Laplace transform has a very straightforward and familiar expression. We investigate the properties of this Laplace transform, especially the conditions under which the occupation times form a Markov chain.

Multidimensional NMR techniques used in the measurement of molecular displacements, whether by diffusion or advection, and in the measurement of nuclear spin relaxation times are categorised. Fourier-Fourier, Fourier-Laplace and Laplace-Laplace methods are identified, and recent developments discussed in terms of the separation, correlation and exchange perspective of multidimensional NMR spect...

We prove C regularity for a thin obstacle problem for the p-laplace equation. Due to the nonlinearity of the p-laplace operator we can not use the same methods used for the Laplace case, instead we use techniques developed by E. de Giorgi. AMS Classification: 35R35, 35J60, 35B65.

Structural learning with forgetting is an established method of using Laplace regularization to generate skeletal artificial neural networks. In this paper we develop a continuous dynamical system model of regularization in which the associated regularization parameter is generalized to be a time-varying function. Analytic results are obtained for a Laplace regularizer and a quadratic error sur...

In this paper, we consider some initial-boundary value problems which contain one-dimensional heat equation in non-classical case. For this problem, we can not use the classical methods such as Fourier, Laplace transformation and Fourier-Birkhoff methods. Because the eigenvalues of their spectral problems are not strictly and they are repeated or we have no eigenvalue. The presentation of the s...

The aim of the article is to demonstrate the use of the Laplace transform to the evaluation of consols’ present value under different streams of returns (dividends). Consols (or perpetual bonds, perpetuities) are bonds with no maturity, which means that interest is paid to a bondholder perpetually (usually annually) forever. The present value of a consol, when constant interest is paid, is simp...

Discrete Laplace–Beltrami operators on polyhedral surfaces play an important role for various applications in geometry processing and related areas like physical simulation or computer graphics. While discretizations of the weak Laplace–Beltrami operator are well-studied, less is known about the strong form. We present a principle for constructing strongly consistent discrete Laplace–Beltrami o...