marginal_likelihood_Chib: Likelihood p(V | W) with Chib's method

Usage Arguments Details

View source: R/likelihood.R

Usage

1
marginal_likelihood_Chib(V, W, H, C, alpha, beta)

Arguments

V

original matrix

W

estimated dictionary matrix

H

any H matrix

C

samples of matrix of auxiliary variables c

Details

Computes equation 22 of the paper Dikmen, F<c3><a9>votte (2012) to compute p(H | V, W) we use the samples from the last iterations since these are closer to the true posterior than the older ones where W was not optimal yet.


alumbreras/MMLE-GaP documentation built on May 18, 2019, 2:37 a.m.