Changeset 397 for library/doc/html/classbdm_1_1MixEF.html
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library/doc/html/classbdm_1_1MixEF.html
r396 r397 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 74 75 <code>#include <<a class="el" href="mixtures_8h_source.html">mixtures.h</a>></code> 76 ======= 77 <code>#include <<a class="el" href="mixtures_8h-source.html">mixtures.h</a>></code> 78 >>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 75 79 <p> 76 80 … … 115 119 <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> 116 120 117 <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}) $" src="form_ 52.png">. <br></td></tr>121 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> 118 122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f0dfb4375fef4e61c4cb062e5bac7c8c"></a><!-- doxytag: member="bdm::MixEF::flatten" ref="f0dfb4375fef4e61c4cb062e5bac7c8c" args="(const BMEF *M2)" --> 119 123 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#f0dfb4375fef4e61c4cb062e5bac7c8c">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *M2)</td></tr> … … 198 202 Array< <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MixEF.html#90c21ab5a2af56d4b49e2eaef6eccc08">Coms</a></td></tr> 199 203 200 <tr><td class="mdescLeft"> </td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_ 15.png">. <br></td></tr>204 <tr><td class="mdescLeft"> </td><td class="mdescRight">Models for Components of <img class="formulaInl" alt="$\theta_i$" src="form_35.png">. <br></td></tr> 201 205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e39faa70cebadc3296bd249040105e86"></a><!-- doxytag: member="bdm::MixEF::weights" ref="e39faa70cebadc3296bd249040105e86" args="" --> 202 206 <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> … … 270 274 <p> 271 275 An approximate estimation method for models with latent discrete variable, such as mixture models of the following kind: <p class="formulaDsp"> 272 <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">273 <p> 274 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>276 <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_32.png"> 277 <p> 278 where <img class="formulaInl" alt="$\psi$" src="form_33.png"> is a known function of past outputs, <img class="formulaInl" alt="$w=[w_1,\ldots,w_n]$" src="form_34.png"> are component weights, and component parameters <img class="formulaInl" alt="$\theta_i$" src="form_35.png"> are assumed to be mutually independent. <img class="formulaInl" alt="$\Theta$" src="form_36.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_37.png">.<p> 275 279 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> 276 280 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> … … 316 320 </dl> 317 321 322 <<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 318 323 <p>References <a class="el" href="exp__family_8h_source.html#l00104">bdm::BMEF::_copy_()</a>, <a class="el" href="mixtures_8h_source.html#l00057">build_est()</a>, <a class="el" href="mixtures_8h_source.html#l00046">Coms</a>, <a class="el" href="mixtures_8h_source.html#l00050">est</a>, <a class="el" href="mixtures_8h_source.html#l00044">n</a>, and <a class="el" href="mixtures_8h_source.html#l00048">weights</a>.</p> 324 ======= 325 <p>References <a class="el" href="exp__family_8h-source.html#l00104">bdm::BMEF::_copy_()</a>, <a class="el" href="mixtures_8h-source.html#l00057">build_est()</a>, <a class="el" href="mixtures_8h-source.html#l00046">Coms</a>, <a class="el" href="mixtures_8h-source.html#l00050">est</a>, <a class="el" href="mixtures_8h-source.html#l00044">n</a>, <a class="el" href="exp__family_8h-source.html#l00350">bdm::multiBM::set_parameters()</a>, and <a class="el" href="mixtures_8h-source.html#l00048">weights</a>.</p> 326 >>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 319 327 320 328 </div> … … 340 348 <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 341 349 350 <<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 342 351 <p>References <a class="el" href="mixtures_8h_source.html#l00046">Coms</a>, <a class="el" href="bdmbase_8h_source.html#l00287">bdm::epdf::mean()</a>, and <a class="el" href="mixtures_8h_source.html#l00048">weights</a>.</p> 352 ======= 353 <p>References <a class="el" href="mixtures_8h-source.html#l00046">Coms</a>, <a class="el" href="bdmbase_8h-source.html#l00287">bdm::epdf::mean()</a>, <a class="el" href="exp__family_8h-source.html#l00348">bdm::multiBM::posterior()</a>, and <a class="el" href="mixtures_8h-source.html#l00048">weights</a>.</p> 354 >>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 343 355 344 356 </div> 345 357 </div><p> 346 358 <hr>The documentation for this class was generated from the following files:<ul> 359 <<<<<<< HEAD:library/doc/html/classbdm_1_1MixEF.html 347 360 <li><a class="el" href="mixtures_8h_source.html">mixtures.h</a><li>mixtures.cpp</ul> 348 361 </div> 349 362 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:51 2009 for mixpp by 363 ======= 364 <li><a class="el" href="mixtures_8h-source.html">mixtures.h</a><li>mixtures.cpp</ul> 365 </div> 366 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:53 2009 for mixpp by 367 >>>>>>> doc:library/doc/html/classbdm_1_1MixEF.html 350 368 <a href="http://www.doxygen.org/index.html"> 351 369 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>