Gaussian Process Regression for Maximum Entropy Distribution

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.