log_sparse_prior_W: The *un-normalised* prior over W in SpStPCA. This is a...

Description Usage Arguments Value

Description

The *un-normalised* prior over W in SpStPCA. This is a product of the StPCA Gaussian prior and an iid Laplace prior. p(W | \beta, b) = \prod^k_i=1 N(w_i | 0, K) * \prod^d_i=1 \prod^k_j=1 Laplace(W_ij | 0, b)

Usage

1

Arguments

K

Prior covariance matrix

W

Loadings matrix

b

Variance on Laplace part of prior

Value

un-normalised log prior over W


JimSkinner/spca documentation built on May 7, 2019, 10:52 a.m.