ogpevid

Purpose

Evaluates the evidence for Sparse OGP.

Synopsis

evid = ogpevid(hp);

Description

evid = ogpevid with the use of the GLOBAL Gaussian Process data structure net and -- if present -- the parameters of the TAP/EP structure ep, the function returns the negative log-evidence of the data.

Prior to evaluation of the evidence the parameters of the model are recomputed. The update does not occur if hp is empty or there is no input specified. The format of the parameter vector hp is specified by ogppak.

If the structure ep is not empty, then the computation of the evidence includes terms from the TAP/EP approximation scheme.

If the TAP/EP representation of the Gaussian process is not given, then the returned value is only approximate.

See Also

ogp, ogpcovarf, ogppak, ogpevidgrad


Pages: Index

Copyright (c) Lehel Csató (2001-2004)