Matrix-Normal Inverse-Wishart分布包说明说明书 Package‘mniw’October13,2022 Type Package Title The Matrix-Normal Inverse-Wishart Distribution Version1.0.1 Date2022-08-11 Description Density evaluation and random numbe
mniw: The Matrix-Normal Inverse-Wishart Distribution Martin Lysy, Bryan Yates Description Density evaluation and random number generation for the Matrix-Normal Inverse-Wishart (MNIW) distribution, as well as the the Matrix-Normal, Matrix-T, Wishart, and Inverse-Wishart distributions. Core calculations...
中科院机器学习Lecture5_6_MultivariateNormal
If matrix U has the Wishart distribution, then U −1 has the inverse-Wishart distribution. The quantity ν is a positive scalar, while Λ is a positive definite matrix. They play roles anal- ogous to those played by α and β, respectively, in the Gamma(α, β) distribution. 136...
normal-inverse-Wishart 翻译 正态逆威沙特 以上结果来自机器翻译。
skew normal distribution; multivariate skew normal distribution; quadratic form; moment generating function; normal matrix variate; wishart distribution; 机译:偏正态分布;多元偏正态分布;二次形式;矩生成函数;正态矩阵变量;wishart分布; 入库时间 2022-08-18 03:03:02 相似文献 外文文献 中文文献 专利 ...
其中,符号 \mathcal{IW}\left(\cdot\right) 表示inverse Wishart分布, \mathcal{IW}(\Sigma\mid S_0,\nu_0) 表达式为 \mathcal{IW}(\Sigma\mid S_0,\nu_0)\propto\left|\Sigma\right|^{-(\nu_0+m+1)/2}\exp\left(-\frac{1}{2}\text{tr}\left(S_0\Sigma^{-1}\right)\right) 2....
其中,符号 \mathcal{IW}\left(\cdot\right) 表示inverse Wishart分布, \mathcal{IW}(\Sigma\mid S_0,\nu_0) 表达式为 \mathcal{IW}(\Sigma\mid S_0,\nu_0)\propto\left|\Sigma\right|^{-(\nu_0+m+1)/2}\exp\left(-\frac{1}{2}\text{tr}\left(S_0\Sigma^{-1}\right)\right) 2....