updated Hybrid.lyx to clarify the invariant structure of the GaussianMixture invariant
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doc/Hybrid.lyx
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doc/Hybrid.lyx
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@ -86,7 +86,7 @@ Hybrid Inference
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\end_layout
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\end_layout
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\begin_layout Author
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\begin_layout Author
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Frank Dellaert & Varun Agrawal
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Frank Dellaert
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\end_layout
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\end_layout
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\begin_layout Date
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\begin_layout Date
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@ -269,7 +269,82 @@ If we take the log of
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\end_inset
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\end_inset
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Equating
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The key point here is that
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\family roman
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\series medium
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\shape up
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\size normal
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\emph off
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\bar no
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\strikeout off
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\xout off
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\uuline off
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\uwave off
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\noun off
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\color none
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\begin_inset Formula $K_{gm}$
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\end_inset
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\family default
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\series default
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\shape default
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\size default
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\emph default
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\bar default
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\strikeout default
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\xout default
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\uuline default
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\uwave default
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\noun default
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\color inherit
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is the log-normalization constant for the complete
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\emph on
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GaussianMixture
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\emph default
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across all values of
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\begin_inset Formula $m$
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\end_inset
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, and is not dependent on the value of
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\begin_inset Formula $m$
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\end_inset
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.
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In contrast,
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\begin_inset Formula $K_{gcm}$
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\end_inset
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is the log-normalization constant for a specific
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\emph on
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GaussianConditional
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\emph default
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mode (thus dependent on
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\begin_inset Formula $m$
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\end_inset
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) and can have differing values based on the covariance matrices for each
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mode.
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Thus to obtain a constant
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\begin_inset Formula $K_{gm}$
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\end_inset
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which satisfies the invariant, we need to specify
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\begin_inset Formula $E_{gm}(x,y,m)$
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\end_inset
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accordingly.
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\end_layout
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\begin_layout Standard
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\SpecialChar allowbreak
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\end_layout
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\begin_layout Standard
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\noindent
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By equating
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\begin_inset CommandInset ref
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\begin_inset CommandInset ref
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LatexCommand eqref
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LatexCommand eqref
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reference "eq:gm_invariant"
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reference "eq:gm_invariant"
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@ -289,7 +364,7 @@ noprefix "false"
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\end_inset
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\end_inset
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we see that this can be achieved by defining the error
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, we see that this can be achieved by defining the error
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\begin_inset Formula $E_{gm}(x,y,m)$
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\begin_inset Formula $E_{gm}(x,y,m)$
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\end_inset
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\end_inset
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@ -541,9 +616,9 @@ noprefix "false"
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:
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:
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\begin_inset Formula
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\begin_inset Formula
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\[
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\begin{equation}
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E_{mf}(y,m)=C+E_{gcm}(\bar{x},y)-K_{gcm}.
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E_{mf}(y,m)=C+E_{gcm}(\bar{x},y)-K_{gcm}\label{eq:mixture_factor}
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\]
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\end{equation}
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\end_inset
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\end_inset
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@ -555,8 +630,25 @@ Unfortunately, we can no longer choose
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\begin_inset Formula $m$
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\begin_inset Formula $m$
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\end_inset
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\end_inset
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to make the constant disappear.
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to make the constant disappear, since
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There are two possibilities:
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\begin_inset Formula $C$
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\end_inset
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has to be a constant applicable across all
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\begin_inset Formula $m$
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\end_inset
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.
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\end_layout
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\begin_layout Standard
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\SpecialChar allowbreak
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\end_layout
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\begin_layout Standard
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\noindent
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There are two possibilities:
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\end_layout
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\end_layout
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\begin_layout Enumerate
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\begin_layout Enumerate
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doc/Hybrid.pdf
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