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Changes between Version 10 and Version 11 of BysVecLinReg


Ignore:
Timestamp:
Nov 11, 2010, 7:09:24 PM (14 years ago)
Author:
lcereceda
Comment:

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  • BysVecLinReg

    v10 v11  
    3131   [[LatexEquation(y_{n} )]]
    3232 
    33 All residuals inside the same row are incorrelated normal, but resiudals in
     33All residuals inside the same row are incorrelated normal, but residuals in
    3434the same column [[LatexEquation(j)]] are [[BR]]
    3535
     
    3939same for each column.[[BR]]
    4040
    41 Minka defines also the known data pair [[LatexEquation(D = left(Y,Xright))]]
     41Minka defines also the known data pair [[LatexEquation(D = \left(Y,X \right))]]
    4242that will be used just to get more compact conditioninig expressions.
    4343
     
    5050[[LatexEquation(\Omega = \left\{ A\in\mathbb{R}^{d\times m} \mid F\left(A\right) \le 0 \right\})]] [[BR]]
    5151
    52 being [[BR]]
     52with [[BR]]
    5353
    5454[[LatexEquation( F\left(A\right):\mathbb{R}^{d\times m}\longrightarrow\mathbb{R}^{r} )]]  [[BR]]
    5555
    56 the arbitrary constraining function. [[BR]]
     56being the arbitrary constraining function. [[BR]]
    5757
    5858== Invariant-scale prior over coefficient matrix ==
    5959
    60 Although Minka not explicitly stated in any place, under the invariant prior
     60Although Minka does not explicitly state this, from the invariant prior it
    6161follows that [[LatexEquation(X)]] must be full-rank [[LatexEquation(m <= N)]]
    6262because [[LatexEquation(X W X ^ T)]] must be nonsingular with
     
    6464scale-invariant parameter governing the prior and estimated more
    6565forward to maximize the evidence of the data, which depends on the assumptions
    66 the model.
     66of the model.
    6767
    6868== Inverse Wishart prior over covariance matrix ==