vbound: Variational Lower Bound Evaluation

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Description

Evaluate variational lower bound to determine when to stop VB-EM iteration (convergence).

Usage

vbound(X, model, prior)

Arguments

X	D x N numeric vector or matrix of N observations (columns) and D variables (rows)
model	List containing model parameters (see vbgmm)
prior	numeric vector or matrix containing the hyperparameters for the prior distributions

Value

A continuous scalar indicating the lower bound (the higher the more converged)

Note

X is expected to be D x N for N observations (columns) and D variables (rows)

Author(s)

Yue Li

References

Mo Chen (2012). Matlab code for Variational Bayesian Inference for Gaussian Mixture Model. http://www.mathworks.com/matlabcentral/fileexchange/35362-variational-bayesian-inference-for-gaussian-mixture-model

Bishop, C. M. (2006). Pattern recognition and machine learning. Springer, Information Science and Statistics. NY, USA. (p474-486)

See Also

vbgmm

Examples

X <- c(rnorm(100,mean=2), rnorm(100,mean=3))
tmp <- vbgmm(X, tol=1e-3)
head(tmp$L) # lower bound should be strictly increasing

TargetScore documentation built on Nov. 8, 2020, 6:56 p.m.