approx_sb | R Documentation |

the lower bound is based on the best set of local variational parameters which comprise of logit of the stick-breaking form of the supplied vector

approx_sb(x)

`x` |
a vector of probabilities that sum to one |

approximation to a vector of probabilities

Jaakkola, Tommi S., and Michael I. Jordan. "Bayesian parameter estimation via variational methods." Statistics and Computing 10.1 (2000): 25-37. http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.399.9368&rep=rep1&type=pdf

Titsias M(2016). One-vs-each approximation to softmax for scalable estimation of probabilities. Advances in Neural Information Processing Systems. https://papers.nips.cc/paper/6468-one-vs-each-approximation-to-softmax-for-scalable-estimation-of-probabilities.pdf

Other VI functions:
`g_fun.vec()`

,
`g_fun0()`

,
`g_fun()`

,
`lower_bd()`

# based on Tsiatis 2016 NeuroIPS approx <- function(x){ res = rep(NA,length=length(x)) for (i in 1:length(res)){ curr_v <- x[i] - x[-i] res[i] = prod(expit(curr_v)) } res } tau = rep(0.25,4) barplot(rbind(tau,approx_sb(tau),approx(tau)),beside=TRUE, legend.text=c("truth","sb + quad (lotR)","1 vs other + quad"), main="truth 1") tau = c(0.5,0.3,0.15,0.05) barplot(rbind(tau,approx_sb(tau),approx(tau)),beside=TRUE, legend.text=c("truth","sb + quad (lotR)","1 vs other + quad"), main="truth 2")

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.