Changeset 181 for doc/html/classMixEF.html
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doc/html/classMixEF.html
r180 r181 72 72 73 73 <tr><td class="mdescLeft"> </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> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a93379cf31bb25961ea7f8d3f095513d"></a><!-- doxytag: member="MixEF::predictor" ref="a93379cf31bb25961ea7f8d3f095513d" args="(const RV &rv)" --> 75 <a class="el" href="classemix.html">emix</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#a93379cf31bb25961ea7f8d3f095513d">predictor</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>)</td></tr> 76 77 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdbd5f58778c1ecb68b71945cdff0483"></a><!-- doxytag: member="MixEF::flatten" ref="fdbd5f58778c1ecb68b71945cdff0483" args="(double sumw=1.0)" --> 79 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classMixEF.html#fdbd5f58778c1ecb68b71945cdff0483">flatten</a> (double sumw=1.0)</td></tr> 80 81 <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the density as if it was not estimated from the data. <br></td></tr> 74 82 <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 &dt) const " --> 75 83 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &dt) const </td></tr> 76 84 77 85 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a627c5a79cc6f5221b7e09675525e032"></a><!-- doxytag: member="MixEF::predictor" ref="a627c5a79cc6f5221b7e09675525e032" args="(const RV &rv)" -->79 virtual <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a627c5a79cc6f5221b7e09675525e032">predictor</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>)</td></tr>80 81 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>82 86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="MixEF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 83 87 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> … … 137 141 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> 138 142 The 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> 139 This 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 approximate estimation projectthis class itself belongs to the exponential family.<p>143 This 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> 140 144 TODO: 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> 141 145 <a class="anchor" name="73a782d2f464c830bbdbb03d34c6d63e"></a><!-- doxytag: member="MixEF::init" ref="73a782d2f464c830bbdbb03d34c6d63e" args="(BMEF *Com0, const mat &Data, int c=5)" --> … … 179 183 </dl> 180 184 181 <p>References <a class="el" href="libBM_8h-source.html#l003 45">BM::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00052">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00044">Coms</a>, <a class="el" href="mixef_8h-source.html#l00048">est</a>, <a class="el" href="mixef_8h-source.html#l00042">n</a>, <a class="el" href="libEF_8h-source.html#l00266">multiBM::set_parameters()</a>, and <a class="el" href="mixef_8h-source.html#l00046">weights</a>.</p>185 <p>References <a class="el" href="libBM_8h-source.html#l00360">BM::_copy_()</a>, <a class="el" href="mixef_8h-source.html#l00052">build_est()</a>, <a class="el" href="mixef_8h-source.html#l00044">Coms</a>, <a class="el" href="mixef_8h-source.html#l00048">est</a>, <a class="el" href="mixef_8h-source.html#l00042">n</a>, <a class="el" href="libEF_8h-source.html#l00273">multiBM::set_parameters()</a>, and <a class="el" href="mixef_8h-source.html#l00046">weights</a>.</p> 182 186 183 187 <p>Referenced by <a class="el" href="merger_8cpp-source.html#l00023">merger::merge()</a>.</p> … … 205 209 <p>Reimplemented from <a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">BM</a>.</p> 206 210 207 <p>References <a class="el" href="libEF_8h-source.html#l002 65">multiBM::_epdf()</a>, <a class="el" href="mixef_8h-source.html#l00044">Coms</a>, <a class="el" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870">epdf::mean()</a>, <a class="el" href="mixef_8h-source.html#l00042">n</a>, and <a class="el" href="mixef_8h-source.html#l00046">weights</a>.</p>208 209 <p>Referenced by <a class="el" href="merger_8 cpp-source.html#l00023">merger::merge()</a>.</p>211 <p>References <a class="el" href="libEF_8h-source.html#l00272">multiBM::_epdf()</a>, <a class="el" href="mixef_8h-source.html#l00044">Coms</a>, <a class="el" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870">epdf::mean()</a>, <a class="el" href="mixef_8h-source.html#l00042">n</a>, and <a class="el" href="mixef_8h-source.html#l00046">weights</a>.</p> 212 213 <p>Referenced by <a class="el" href="merger_8h-source.html#l00062">merger::evalpdflog()</a>, and <a class="el" href="merger_8cpp-source.html#l00023">merger::merge()</a>.</p> 210 214 211 215 </div> … … 238 242 <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> 239 243 </div> 240 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Oct 9 21:26:422008 for mixpp by 244 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:16 2008 for mixpp by 241 245 <a href="http://www.doxygen.org/index.html"> 242 246 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>