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- Timestamp:
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Jun 16, 2011, 3:31:41 PM (14 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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v25
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v26
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118 | 118 | |
119 | 119 | [[LatexEquation( C x\sim N\left(\mu,\Sigma\right) )]] |
120 | | [[LatexEquation( C\in\mathbb{R}^{n\times k}\wedge\mu\in\mathbb{R}^{k}\wedge\Sigma\in\mathbb{R}^{k\times k}\wedge\mathrm{rank}\left(\Sigma\right)=k )]] |
| 120 | [[LatexEquation( C\in\mathbb{R}^{k\times n}\wedge\mu\in\mathbb{R}^{k}\wedge\Sigma\in\mathbb{R}^{k\times k}\wedge\mathrm{rank}\left(\Sigma\right)=k )]] |
121 | 121 | |
122 | 122 | which likelihood function is |
… |
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130 | 130 | The gradient is |
131 | 131 | |
132 | | [[LatexEquation( \left(\frac{\partial L\left(x\right)}{\partial x_{i}}\right)_{i=1\ldots n}=-\Sigma^{-1}\left(Cx-\mu\right) )]] |
| 132 | [[LatexEquation( \left(\frac{\partial L\left(x\right)}{\partial x_{i}}\right)_{i=1\ldots n}=-C^{T}\Sigma^{-1}\left(Cx-\mu\right) )]] |
133 | 133 | |
134 | 134 | and the hessian |
135 | 135 | |
136 | | [[LatexEquation( \left(\frac{\partial^{2}L\left(x\right)}{\partial x_{i}\partial x_{j}}\right)_{i,j=1\ldots n}=-C\Sigma^{-1}C^{T} )]] |
| 136 | [[LatexEquation( \left(\frac{\partial^{2}L\left(x\right)}{\partial x_{i}\partial x_{j}}\right)_{i,j=1\ldots n}=-C^{T}\Sigma^{-1}C )]] |
137 | 137 | |
138 | 138 | ==== Hierarquical relation of simple homogenity ==== |