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[210]26<h1>MixEF Class Reference</h1><!-- doxytag: class="MixEF" --><!-- doxytag: inherits="BMEF" -->Mixture of Exponential Family Densities. 
[171]27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="mixef_8h-source.html">mixef.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for MixEF:</div>
33<div class="dynsection">
34<p><center><img src="classMixEF__inherit__graph.png" border="0" usemap="#MixEF__inherit__map" alt="Inheritance graph"></center>
35<map name="MixEF__inherit__map">
[210]36<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="5,84,61,111"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="13,7,53,33"></map>
[171]37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for MixEF:</div>
40<div class="dynsection">
41<p><center><img src="classMixEF__coll__graph.png" border="0" usemap="#MixEF__coll__map" alt="Collaboration graph"></center>
42<map name="MixEF__coll__map">
[210]43<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="5,316,61,343"><area shape="rect" href="classmultiBM.html" title="Estimator for Multinomial density." alt="" coords="75,412,147,439"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="28,156,68,183"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="61,7,99,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="93,103,141,129"><area shape="rect" href="classeprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod." alt="" coords="155,263,213,289"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="96,209,139,236"><area shape="rect" href="classeDirich.html" title="Dirichlet posterior density." alt="" coords="85,316,149,343"></map>
[171]44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classMixEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
48<tr><td></td></tr>
49<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[180]50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="509ac467674c39af46aba42297528aad"></a><!-- doxytag: member="MixEF::MixEF" ref="509ac467674c39af46aba42297528aad" args="(const Array&lt; BMEF * &gt; &amp;Coms0, const vec &amp;alpha0)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#509ac467674c39af46aba42297528aad">MixEF</a> (const Array&lt; <a class="el" href="classBMEF.html">BMEF</a> * &gt; &amp;Coms0, const vec &amp;alpha0)</td></tr>
[171]52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr>
[210]54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="51fa3e3953c0af69f4e0162829d7929d"></a><!-- doxytag: member="MixEF::MixEF" ref="51fa3e3953c0af69f4e0162829d7929d" args="()" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#51fa3e3953c0af69f4e0162829d7929d">MixEF</a> ()</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor of empty mixture. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f4880febf28803471694d87eab81ec4"></a><!-- doxytag: member="MixEF::MixEF" ref="5f4880febf28803471694d87eab81ec4" args="(const MixEF &amp;M2)" -->
59&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#5f4880febf28803471694d87eab81ec4">MixEF</a> (const <a class="el" href="classMixEF.html">MixEF</a> &amp;M2)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
[180]62<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#73a782d2f464c830bbdbb03d34c6d63e">init</a> (<a class="el" href="classBMEF.html">BMEF</a> *Com0, const mat &amp;Data, int c=5)</td></tr>
[171]63
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d520fb534aa43f3084ff1568ffe7573d"></a><!-- doxytag: member="MixEF::bayes" ref="d520fb534aa43f3084ff1568ffe7573d" args="(const vec &amp;dt)" -->
65void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#d520fb534aa43f3084ff1568ffe7573d">bayes</a> (const vec &amp;dt)</td></tr>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006. <br></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e0ad97868e55facffb37932dd44353f"></a><!-- doxytag: member="MixEF::bayes" ref="4e0ad97868e55facffb37932dd44353f" args="(const mat &amp;dt)" -->
69void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#4e0ad97868e55facffb37932dd44353f">bayes</a> (const mat &amp;dt)</td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">EM algorithm. <br></td></tr>
[210]72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f4672ce35c35eec6a7f9c18ce3871a3"></a><!-- doxytag: member="MixEF::bayesB" ref="8f4672ce35c35eec6a7f9c18ce3871a3" args="(const mat &amp;dt, const vec &amp;wData)" -->
73void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayesB</b> (const mat &amp;dt, const vec &amp;wData)</td></tr>
[171]74
75<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">logpred</a> (const vec &amp;dt) const </td></tr>
76
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="efb3e20c2151d91c4fc080b7722a2069"></a><!-- doxytag: member="MixEF::_epdf" ref="efb3e20c2151d91c4fc080b7722a2069" args="() const " -->
78const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#efb3e20c2151d91c4fc080b7722a2069">_epdf</a> () const </td></tr>
79
[210]80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a reference to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="324c2f0f7f9a9ee123073c15aeb8d0c1"></a><!-- doxytag: member="MixEF::_e" ref="324c2f0f7f9a9ee123073c15aeb8d0c1" args="() const " -->
82const <a class="el" href="classeprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#324c2f0f7f9a9ee123073c15aeb8d0c1">_e</a> () const </td></tr>
83
[171]84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
[210]85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d5b5c25280a50df1edfa2c03540d0ac"></a><!-- doxytag: member="MixEF::predictor" ref="4d5b5c25280a50df1edfa2c03540d0ac" args="(const RV &amp;rv) const " -->
86<a class="el" href="classemix.html">emix</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#4d5b5c25280a50df1edfa2c03540d0ac">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>) const </td></tr>
[181]87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[210]89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d4d571688a15cc5be10f6f48bfc433d"></a><!-- doxytag: member="MixEF::flatten" ref="7d4d571688a15cc5be10f6f48bfc433d" args="(const BMEF *M2)" -->
90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#7d4d571688a15cc5be10f6f48bfc433d">flatten</a> (const <a class="el" href="classBMEF.html">BMEF</a> *M2)</td></tr>
[181]91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the density as if it was not estimated from the data. <br></td></tr>
[210]93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="959d9b078766e251a3089b501ed78513"></a><!-- doxytag: member="MixEF::_Coms" ref="959d9b078766e251a3089b501ed78513" args="(int i)" -->
94<a class="el" href="classBMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#959d9b078766e251a3089b501ed78513">_Coms</a> (int i)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6576024e16523da5cbaaf233512c53dc"></a><!-- doxytag: member="MixEF::set_method" ref="6576024e16523da5cbaaf233512c53dc" args="(MixEF_METHOD M)" -->
98void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#6576024e16523da5cbaaf233512c53dc">set_method</a> (MixEF_METHOD M)</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set which method is to be used. <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30bb40eb1fd31869b2e62e79e1ecdcb4"></a><!-- doxytag: member="MixEF::set_statistics" ref="30bb40eb1fd31869b2e62e79e1ecdcb4" args="(const BMEF *BM0)" -->
102virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#30bb40eb1fd31869b2e62e79e1ecdcb4">set_statistics</a> (const <a class="el" href="classBMEF.html">BMEF</a> *BM0)</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f4ecb6e2eaf630155a1fa98f35aa6ad"></a><!-- doxytag: member="MixEF::bayes" ref="8f4ecb6e2eaf630155a1fa98f35aa6ad" args="(const vec &amp;data, const double w)" -->
106virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#8f4ecb6e2eaf630155a1fa98f35aa6ad">bayes</a> (const vec &amp;data, const double w)</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="97f5312efe4a5bedb86d2daec59d8651"></a><!-- doxytag: member="MixEF::_copy_" ref="97f5312efe4a5bedb86d2daec59d8651" args="(bool changerv=false)" -->
110<a class="el" href="classBMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#97f5312efe4a5bedb86d2daec59d8651">_copy_</a> (bool changerv=false)</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="MixEF::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
114virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[180]117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="MixEF::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
118vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[171]121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="MixEF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
122const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="MixEF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
126double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="MixEF::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
130void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
133<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ae381b3a7dfbe2c1e5bb579a5d9b9d1"></a><!-- doxytag: member="MixEF::build_est" ref="5ae381b3a7dfbe2c1e5bb579a5d9b9d1" args="()" -->
135void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#5ae381b3a7dfbe2c1e5bb579a5d9b9d1">build_est</a> ()</td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for use in constructors. <br></td></tr>
138<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9cc9bb3e6da801455cec99a59aea149"></a><!-- doxytag: member="MixEF::n" ref="e9cc9bb3e6da801455cec99a59aea149" args="" -->
140int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#e9cc9bb3e6da801455cec99a59aea149">n</a></td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of components. <br></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c4a140ca4e6e71b00237b7bc754302e"></a><!-- doxytag: member="MixEF::Coms" ref="4c4a140ca4e6e71b00237b7bc754302e" args="" -->
144Array&lt; <a class="el" href="classBMEF.html">BMEF</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#4c4a140ca4e6e71b00237b7bc754302e">Coms</a></td></tr>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_69.png">. <br></td></tr>
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d906782a0a9558f19150dc69411f717f"></a><!-- doxytag: member="MixEF::weights" ref="d906782a0a9558f19150dc69411f717f" args="" -->
148<a class="el" href="classmultiBM.html">multiBM</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#d906782a0a9558f19150dc69411f717f">weights</a></td></tr>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Statistics for weights. <br></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33968f1325137cc6f4431f0cf05096dc"></a><!-- doxytag: member="MixEF::est" ref="33968f1325137cc6f4431f0cf05096dc" args="" -->
152<a class="el" href="classeprod.html">eprod</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#33968f1325137cc6f4431f0cf05096dc">est</a></td></tr>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior on component parameters. <br></td></tr>
[210]155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e630b2fd4cae8aa728ea1322708c8f0"></a><!-- doxytag: member="MixEF::method" ref="6e630b2fd4cae8aa728ea1322708c8f0" args="" -->
156MixEF_METHOD&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#6e630b2fd4cae8aa728ea1322708c8f0">method</a></td></tr>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag for a method that is used in the inference. <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="538d632e59f9afa8daa1de74da12ce71"></a><!-- doxytag: member="MixEF::frg" ref="538d632e59f9afa8daa1de74da12ce71" args="" -->
160double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#538d632e59f9afa8daa1de74da12ce71">frg</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="308cf5d4133cd471fdf1ecd5dfa09d02"></a><!-- doxytag: member="MixEF::last_lognc" ref="308cf5d4133cd471fdf1ecd5dfa09d02" args="" -->
164double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#308cf5d4133cd471fdf1ecd5dfa09d02">last_lognc</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr>
[171]167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="MixEF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
168<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="MixEF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
172double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="MixEF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
176bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
179</table>
180<hr><a name="_details"></a><h2>Detailed Description</h2>
181Mixture of Exponential Family Densities.
182<p>
183An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp">
184<img class="formulaDsp" alt="\[ f(y_t|\psi_t, \Theta) = \sum_{i=1}^{n} w_i f(y_t|\psi_t, \theta_i) \]" src="form_66.png">
185<p>
186 where <img class="formulaInl" alt="$\psi$" src="form_67.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_68.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_69.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_70.png"> is an aggregation af all component parameters and weights, i.e. <img class="formulaInl" alt="$\Theta = [\theta_1,\ldots,\theta_n,w]$" src="form_71.png">.<p>
187The characteristic feature of this model is that if the exact values of the latent variable were known, estimation of the parameters can be handled by a single model. For example, for the case of mixture models, posterior density for each component parameters would be a BayesianModel from Exponential Family.<p>
[181]188This class uses EM-style type algorithms for estimation of its parameters. Under this simplification, the posterior density is a product of exponential family members, hence under EM-style approximate estimation this class itself belongs to the exponential family.<p>
[180]189TODO: Extend <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> to use rvc. <hr><h2>Member Function Documentation</h2>
190<a class="anchor" name="73a782d2f464c830bbdbb03d34c6d63e"></a><!-- doxytag: member="MixEF::init" ref="73a782d2f464c830bbdbb03d34c6d63e" args="(BMEF *Com0, const mat &amp;Data, int c=5)" -->
[171]191<div class="memitem">
192<div class="memproto">
193      <table class="memname">
194        <tr>
[180]195          <td class="memname">void MixEF::init           </td>
[171]196          <td>(</td>
197          <td class="paramtype"><a class="el" href="classBMEF.html">BMEF</a> *&nbsp;</td>
198          <td class="paramname"> <em>Com0</em>, </td>
199        </tr>
200        <tr>
201          <td class="paramkey"></td>
202          <td></td>
203          <td class="paramtype">const mat &amp;&nbsp;</td>
204          <td class="paramname"> <em>Data</em>, </td>
205        </tr>
206        <tr>
207          <td class="paramkey"></td>
208          <td></td>
209          <td class="paramtype">int&nbsp;</td>
210          <td class="paramname"> <em>c</em> = <code>5</code></td><td>&nbsp;</td>
211        </tr>
212        <tr>
213          <td></td>
214          <td>)</td>
215          <td></td><td></td><td></td>
216        </tr>
217      </table>
218</div>
219<div class="memdoc">
220
221<p>
[180]222Initializing the mixture by a random pick of centroids from data <dl compact><dt><b>Parameters:</b></dt><dd>
[171]223  <table border="0" cellspacing="2" cellpadding="0">
224    <tr><td valign="top"></td><td valign="top"><em>Com0</em>&nbsp;</td><td>Initial component - necessary to determine its type. </td></tr>
225    <tr><td valign="top"></td><td valign="top"><em>Data</em>&nbsp;</td><td>Data on which the initialization will be done </td></tr>
226    <tr><td valign="top"></td><td valign="top"><em>c</em>&nbsp;</td><td>Initial number of components, default=5 </td></tr>
227  </table>
228</dl>
229
[210]230<p>References <a class="el" href="libEF_8h-source.html#l00097">BMEF::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="mixef_8h-source.html#l00050">est</a>, <a class="el" href="mixef_8h-source.html#l00044">n</a>, <a class="el" href="libEF_8h-source.html#l00290">multiBM::set_parameters()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p>
[171]231
[210]232<p>Referenced by <a class="el" href="merger_8cpp-source.html#l00028">merger::merge()</a>.</p>
[180]233
[171]234</div>
235</div><p>
236<a class="anchor" name="424ca64f36d4e41de7a7e7ae921d35ea"></a><!-- doxytag: member="MixEF::logpred" ref="424ca64f36d4e41de7a7e7ae921d35ea" args="(const vec &amp;dt) const " -->
237<div class="memitem">
238<div class="memproto">
239      <table class="memname">
240        <tr>
241          <td class="memname">double MixEF::logpred           </td>
242          <td>(</td>
243          <td class="paramtype">const vec &amp;&nbsp;</td>
244          <td class="paramname"> <em>dt</em>          </td>
245          <td>&nbsp;)&nbsp;</td>
246          <td> const<code> [virtual]</code></td>
247        </tr>
248      </table>
249</div>
250<div class="memdoc">
251
252<p>
253Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
254<p>Reimplemented from <a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">BM</a>.</p>
255
[210]256<p>References <a class="el" href="libEF_8h-source.html#l00288">multiBM::_epdf()</a>, <a class="el" href="mixef_8h-source.html#l00046">Coms</a>, <a class="el" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870">epdf::mean()</a>, and <a class="el" href="mixef_8h-source.html#l00048">weights</a>.</p>
[171]257
[210]258<p>Referenced by <a class="el" href="merger_8h-source.html#l00090">merger::evalpdflog()</a>, and <a class="el" href="merger_8cpp-source.html#l00028">merger::merge()</a>.</p>
[180]259
[171]260</div>
261</div><p>
262<hr>The documentation for this class was generated from the following files:<ul>
263<li>work/git/mixpp/bdm/estim/<a class="el" href="mixef_8h-source.html">mixef.h</a><li>work/git/mixpp/bdm/estim/mixef.cpp</ul>
264</div>
[210]265<hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 19:18:55 2008 for mixpp by&nbsp;
[171]266<a href="http://www.doxygen.org/index.html">
267<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
268</body>
269</html>
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