| 76 | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
| 77 | <p>Base class for general combination of pdfs on discrete support. </p> |
| 78 | <p>Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial.</p> |
| 79 | <p>The merged pdfs are expected to be of the form: </p> |
| 80 | <p class="formulaDsp"> |
| 81 | <img class="formulaDsp" alt="\[ f(x_i|y_i), i=1..n \]" src="form_108.png"/> |
| 82 | </p> |
| 83 | <p> where the resulting merger is a density on <img class="formulaInl" alt="$ \cup [x_i,y_i] $" src="form_109.png"/> . Note that all variables will be joined.</p> |
| 84 | <p>As a result of this feature, each source must be extended to common support </p> |
| 85 | <p class="formulaDsp"> |
| 86 | <img class="formulaDsp" alt="\[ f(z_i|y_i,x_i) f(x_i|y_i) f(y_i) i=1..n \]" src="form_110.png"/> |
| 87 | </p> |
| 88 | <p> where <img class="formulaInl" alt="$ z_i $" src="form_111.png"/> accumulate variables that were not in the original source. These extensions are calculated on-the-fly.</p> |
| 89 | <p>However, these operations can not be performed in general. Hence, this class merges only sources on common support, <img class="formulaInl" alt="$ y_i={}, z_i={}, \forall i $" src="form_112.png"/>. For merging of more general cases, use offsprings <a class="el" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> and merger_grid. </p> |
254 | | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
255 | | <p>Base class for general combination of pdfs on discrete support. </p> |
256 | | <p>Mixtures of Gaussian densities are used internally. Switching to other densities should be trivial.</p> |
257 | | <p>The merged pdfs are expected to be of the form: </p> |
258 | | <p class="formulaDsp"> |
259 | | <img class="formulaDsp" alt="\[ f(x_i|y_i), i=1..n \]" src="form_108.png"/> |
260 | | </p> |
261 | | <p> where the resulting merger is a density on <img class="formulaInl" alt="$ \cup [x_i,y_i] $" src="form_109.png"/> . Note that all variables will be joined.</p> |
262 | | <p>As a result of this feature, each source must be extended to common support </p> |
263 | | <p class="formulaDsp"> |
264 | | <img class="formulaDsp" alt="\[ f(z_i|y_i,x_i) f(x_i|y_i) f(y_i) i=1..n \]" src="form_110.png"/> |
265 | | </p> |
266 | | <p> where <img class="formulaInl" alt="$ z_i $" src="form_111.png"/> accumulate variables that were not in the original source. These extensions are calculated on-the-fly.</p> |
267 | | <p>However, these operations can not be performed in general. Hence, this class merges only sources on common support, <img class="formulaInl" alt="$ y_i={}, z_i={}, \forall i $" src="form_112.png"/>. For merging of more general cases, use offsprings <a class="el" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> and merger_grid. </p> |