logp_exp

Purpose

Computes the log-predictive probability for positive exponential noise

Synopsis

[allLog] = logp_exp(likpar,y,mX,sigX2);

Description

[allLog] = logp_exp(likpar,y,mX,sigX2) - returns the sum of log-predictive probabilities of the inputs -- assuming additive positive exponential noise. The samples are treated independently.

Parameters:

likpar

- the likelihood parameters.

y

- desired output.

mx

- mean of the GP marginal at the new input.

allLog

- the average error.

See Also

ogp, ogptrain, demogp_reg, err_abs


Pages: Index

Copyright (c) Lehel Csató (2001-2004)