update_loading_ard_precision: Update ARD loading precision

In jpmeagher/vbar: Variational Bayes Ancestral Reconstruction

Update ARD loading precision

Description

Update the ARD precision associated with each loading within the PLVM by optimising the ELBO.

Usage

update_loading_ard_precision(
  loading_col_outer_product_expectation,
  inv_loading_prior_correlation,
  ard_shape = 1,
  ard_rate = 1
)

Arguments

loading_col_outer_product_expectation	A D'xD'xL array of real values. The expected outer product for each column of the loading matrix under the approximate posterior distribution.
inv_loading_prior_correlation	A D'xD' matrix. The inverse of the prior correlation matrix which defines the relationship between elements of the loading matrix.
ard_shape	A positive real-valued scalar. The shape of the Gamma distribution generating initial ARD precision hyper-parameters
ard_rate	A positive real-valued scalar. The rate of the Gamma distribution generating initial ARD precision hyper-parameters

Value

An L-dimensional vector. The ARD precision associated with each column of the loading matrix.

jpmeagher/vbar documentation built on Nov. 22, 2022, 5:48 a.m.