Changeset 275 for doc/html/classbdm_1_1MixEF.html
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doc/html/classbdm_1_1MixEF.html
r271 r275 88 88 <p> 89 89 An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp"> 90 <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">91 <p> 92 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>90 <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_12.png"> 91 <p> 92 where <img class="formulaInl" alt="$\psi$" src="form_13.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_14.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_15.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_16.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_17.png">.<p> 93 93 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> 94 94 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> … … 132 132 <a class="el" href="classbdm_1_1emix.html">emix</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#edc50e9640f049b846084748b18469a2">epredictor</a> () const </td></tr> 133 133 134 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_ 112.png">. <br></td></tr>134 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr> 135 135 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" --> 136 136 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr> … … 202 202 Array< <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 203 203 204 <tr><td class="mdescLeft"> </td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_ 69.png">. <br></td></tr>204 <tr><td class="mdescLeft"> </td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_15.png">. <br></td></tr> 205 205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 206 206 <a class="el" href="classbdm_1_1multiBM.html">multiBM</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#e39faa70cebadc3296bd249040105e86">weights</a></td></tr> … … 334 334 <li><a class="el" href="mixef_8h-source.html">mixef.h</a><li>mixef.cpp</ul> 335 335 </div> 336 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:392009 for mixpp by 336 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 16 10:06:35 2009 for mixpp by 337 337 <a href="http://www.doxygen.org/index.html"> 338 338 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>