Class WishartFromShapeAndRateOp_Laplace2

Provides outgoing messages for SampleFromShapeAndRate(Double, PositiveDefiniteMatrix), given random arguments to the function.

Inheritance

Object

WishartFromShapeAndRateOp_Laplace2

Inherited Members

Object.Equals(Object)

Object.Equals(Object, Object)

Object.GetHashCode()

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Object.ToString()

Namespace: Microsoft.ML.Probabilistic.Factors

Assembly: Microsoft.ML.Probabilistic.dll

Syntax

[FactorMethod(typeof(Wishart), "SampleFromShapeAndRate", new Type[]{typeof(double), typeof(PositiveDefiniteMatrix)})]
[Quality(QualityBand.Experimental)]
public static class WishartFromShapeAndRateOp_Laplace2

Methods

LogAverageFactor(Wishart, Double, Wishart, Wishart)

Evidence message for EP.

Declaration

public static double LogAverageFactor(Wishart sample, double shape, Wishart rate, Wishart to_sample)

Parameters

Type	Name	Description
Wishart	sample	Incoming message from `sample`.
Double	shape	Constant value for `shape`.
Wishart	rate	Incoming message from `rate`.
Wishart	to_sample	Outgoing message to `sample`.

Returns

Type	Description
Double	Logarithm of the factor's average value across the given argument distributions.

Remarks

The formula for the result is log(sum_(sample,rate) p(sample,rate) factor(sample,shape,rate)).

LogEvidenceRatio(Wishart, Double, Wishart, Wishart)

Evidence message for EP.

Declaration

public static double LogEvidenceRatio(Wishart sample, double shape, Wishart rate, Wishart to_sample)

Parameters

Type	Name	Description
Wishart	sample	Incoming message from `sample`.
Double	shape	Constant value for `shape`.
Wishart	rate	Incoming message from `rate`.
Wishart	to_sample	Outgoing message to `sample`.

Returns

Type	Description
Double	Logarithm of the factor's contribution the EP model evidence.

Remarks

The formula for the result is log(sum_(sample,rate) p(sample,rate) factor(sample,shape,rate) / sum_sample p(sample) messageTo(sample)). Adding up these values across all factors and variables gives the log-evidence estimate for EP.

RateAverageConditional(Wishart, Double, Wishart, Wishart, Wishart)

EP message to rate.

Declaration

public static Wishart RateAverageConditional(Wishart sample, double shape, Wishart rate, Wishart to_rate, Wishart result)

Parameters

Type	Name	Description
Wishart	sample	Incoming message from `sample`. Must be a proper distribution. If any element is uniform, the result will be uniform.
Double	shape	Constant value for `shape`.
Wishart	rate	Incoming message from `rate`.
Wishart	to_rate	Previous outgoing message to `rate`.
Wishart	result	Modified to contain the outgoing message.

Returns

Type	Description
Wishart	`result`

Remarks

The outgoing message is a distribution matching the moments of rate as the random arguments are varied. The formula is proj[p(rate) sum_(sample) p(sample) factor(sample,shape,rate)]/p(rate).

Exceptions

Type	Condition
ImproperMessageException	`sample` is not a proper distribution.

SampleAverageConditional(Wishart, Double, Wishart, Wishart, Wishart, Wishart)

EP message to sample.

Declaration

public static Wishart SampleAverageConditional(Wishart sample, double shape, Wishart rate, Wishart to_rate, Wishart to_sample, Wishart result)

Parameters

Type	Name	Description
Wishart	sample	Incoming message from `sample`.
Double	shape	Constant value for `shape`.
Wishart	rate	Incoming message from `rate`. Must be a proper distribution. If any element is uniform, the result will be uniform.
Wishart	to_rate	Previous outgoing message to `rate`.
Wishart	to_sample	Previous outgoing message to `sample`.
Wishart	result	Modified to contain the outgoing message.

Returns

Type	Description
Wishart	`result`

Remarks

The outgoing message is a distribution matching the moments of sample as the random arguments are varied. The formula is proj[p(sample) sum_(rate) p(rate) factor(sample,shape,rate)]/p(sample).

Exceptions

Type	Condition
ImproperMessageException	`rate` is not a proper distribution.

SampleAverageConditional2(Double, Wishart, Wishart, Wishart)

Declaration

public static Wishart SampleAverageConditional2(double shape, Wishart rate, Wishart to_rate, Wishart result)

Parameters

Type	Name	Description
Double	shape
Wishart	rate
Wishart	to_rate
Wishart	result

Returns

Type	Description
Wishart