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
Multivariate normal data with both µ and Σ unknown When both sets of parameters are unknown, a conjugate family of priors is one in which Σ ∼ Inverse-Wishart ν (Λ −1 ) and µ|Σ ∼ N(η, Σ/κ). The inverse-Wishart distribution is defined on p. 575 of GCSR. The...
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....
中科院机器学习Lecture5_6_MultivariateNormal