Supplementary material for Independent Component Models for Replicated Point Processes

نویسنده

  • Daniel Gervini
چکیده

1 Estimation 1.1 EM algorithm We derive the EM algorithm for Uks withGamma( k; ) distributions, so S = Pp k=1 Uk isGamma( ; ) with = Pp k=1 k andW = U=S is Dirichlet( 1; : : : ; p), and S andW are independent. With a slight abuse of notation we are going to identify xB = ft1; : : : ; tmg with (m; t) from now on. The joint density of (m; t) and the latent variables (y; s;w) is f(m; t;y; s;w) = f(t j m;y)f(m j s)f(y j w)f(s)f(w) = f m Y

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تاریخ انتشار 2016