Patent ID: 7634383
Filing Date: 2009-12-15
Classification: G06F

Abstract:
1. A method carried out by a digital computer for generating a probability distribution for a desired output variable, the output variable being a function of at least one input variable, wherein each input variable is defined by an input variable probability density function that is characterized by at least one hyper parameter, wherein each hyper parameter is defined by a hyper parameter density function, the method comprising the steps of: (a) uploading the hyper parameter density function(s) to the digital computer; (b) randomly sampling from each hyper parameter density function to create the input variables for the input variable probability density function(s); (c) randomly selecting a value from each input variable probability density function; (d) computing an output value using the selected input variable values; (e) repeating steps (c) and (d) to generate an output value probability density function, wherein steps (b)-(e) are performed b the digital computer; (f) obtaining output value sensor data from an output sensor and uploading the output value sensor data to the digital computer; (g) updating the hyper parameter density function using the output value sensor data and a probabilistic evaluation of the hyper parameter; (h) assigning a weight to each hyper parameter according to agreement between the output value sensor data and the output variable; and (i) generating a final output value probability density function by averaging the weighted probability density functions, wherein steps (g)-(i) are performed by the digital computer.