Man pages for JimSkinner/spca
Structured PCA

complete_log_posteriorCompute a value proportional to the expected complete log...
compute_HCompute all the blocks of H.
compute_H_WCompute all the w_i blocks of H
cov.independentIndependant covariance function. Is zero everywhere except...
cov.independent.dDerivative of the independent covariance function. Does not...
cov.MRNoisy MR
cov.MR.beta0Computationally cheap estimate for beta0 for cov.MR
cov.MR.dPartial derivatives of the MR
cov.noisy.MRNoisy MR covariance function
cov.noisy.MR.dPartial derivatives of the noisy MR covariance function
cov.noisy.RQNoisy RQ covariance function
cov.noisy.RQ.beta0Computationally cheap estimate for beta0 for cov.noisy.RQ.
cov.noisy.RQ.dPartial derivatives of the noisy RQ covariance function
cov.noisy.SENoisy SE covariance function
cov.noisy.SE.beta0Computationally cheap estimate for beta0 for cov.noisy.SE.
cov.noisy.SE.dPartial derivatives of the noisy SE covariance function
cov.RQRational quadratic covariance function
cov.RQ.beta0Computationally cheap estimate for beta0 for cov.RQ.
cov.RQ.dRational quadratic covariance function derivatives wrt...
cov.SESquared exponential covariance function.
cov.SE.beta0Computationally cheap estimate for beta0 for cov.SE.
cov.SE.dSquared exponential covariance function derivatives wrt...
cov.taperTaper a covariance function
cov.taper.dTaper a covariance function (partial derivatives)
dlaplaceDensity of the Laplace distribution
EM.EExpectation step
EM.M.sigSqMaximization step for sigma^2
EM.M.WMaximization step for W
initialize_from_ppcaInitialize mu, sigSq and W from PPCA.
log_det_H_dCompute the partial derivatives of log(det(H)) with respect...
log_evidenceCompute the laplace approximation to the log evidence given...
log_evidence_dCompute the derivative of the approximate log evidence with...
log_likelihoodCalculate the log likelihood for StPCA with given parameters
log_priorCalculate the *un-normalised* log prior (only in sigSq) for...
log_prior_dCompute the partial derivatives of the log prior with respect...
log_prior_sigSqThe improper prior over sigSq. Proportional to sigma^-2
log_prior_WThe proper prior over W. p(W) = \prod^k_i=1 N(w_i | 0, K)
log_sparse_priorThe *un-normalised* prior over W, sigma^2 in SpStPCA. A...
log_sparse_prior_WThe *un-normalised* prior over W in SpStPCA. This is a...
soft_thresholdSoft-thresholding operator.
StpcaModel-classStructured PCA Model
sylSolveSolve the sylvester equation AW + WB = C for W.
synthesize_dataSynthesize fake data from StPCA model
synthesize_data_kernSynthesize fake data from StPCA model
theta_EMUpdate theta to be the maximum-a-posteriori value using...
JimSkinner/spca documentation built on Aug. 19, 2018, 7 a.m.