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Changes between Version 1 and Version 2 of BysVecLinReg


Ignore:
Timestamp:
May 6, 2010, 4:20:58 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • BysVecLinReg

    v1 v2  
    1 = BysVecLinReg =
    2 
    31BysVecLinReg yields for Bayesian simulator of Vectorial Linear Regression with arbitrary constraining inequations
    42
    … …  
    1816[[LatexEquation(e_{.,j} \sim N\left(0,V\right) E\in\mathbb{R}^{d\times d} \forall j=1 \ldots d )]][[BR]]
    1917
    20 where [[LatexEquation(V)]] is symmetric positive definite and unknown, but the same for each column[[BR]]
     18where [[LatexEquation(V)]] is symmetric positive definite and unknown, but the same for each column.[[BR]]
    2119
    2220When there are some restriction over parameters inside [[LatexEquation(A)]] we must to add the inequations of feasible region [[BR]]
    … …  
    2826[[LatexEquation( F\left(A\right):\mathbb{R}^{d\times m}\longrightarrow\mathbb{R}^{r} )]]  [[BR]]
    2927
    30 the constraining function. [[BR]]
     28the arbitrary constraining function. [[BR]]
    3129
    32 The method used in this package is based on [http://research.microsoft.com/en-us/um/people/minka/papers/minka-linear.ps.gz  Bayesian linear regression Thomas Minka (2001)]
     30The method used in this package is based on [https://www.tol-project.org/export/HEAD/tolp/trunk/tol_pkg/BysVecLinReg/doc/bayes-linear-minka.pdf  Bayesian linear regression Thomas Minka (2001)]