next up previous
Next: Intensity Parameters: Up: tr05mj1 Previous: Probabilistic Forms

Derivation of Similarity Function

Posterior probability is:

$\displaystyle p(T\vert Y,S,Q)$ $\displaystyle \propto$ $\displaystyle \int p(Y\vert T,S,\beta,\alpha) p(T) p(\alpha \vert \lambda, Q) p(\lambda) p(\sigma) \, d\sigma \, d\lambda \, d\alpha$  
  $\displaystyle \propto$ $\displaystyle p(T) \int \left( \frac{\beta}{2 \pi} \right)^{N/2} \exp\left( \fr...
...p(\alpha \vert \lambda, Q) p(\lambda) p(\beta) \, d\beta \, d\lambda \, d\alpha$  

Note that $ Q$ is considered a known parameter and not marginalised.



Subsections