Merge pull request #1617 from borglab/hybrid-doc-update

release/4.3a0
Frank Dellaert 2023-09-01 00:50:26 -07:00 committed by GitHub
commit 98d1ceedc6
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2 changed files with 124 additions and 9 deletions

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@ -86,7 +86,7 @@ Hybrid Inference
\end_layout \end_layout
\begin_layout Author \begin_layout Author
Frank Dellaert & Varun Agrawal Frank Dellaert
\end_layout \end_layout
\begin_layout Date \begin_layout Date
@ -264,12 +264,110 @@ If we take the log of
we get we get
\begin_inset Formula \begin_inset Formula
\begin{equation} \begin{equation}
\log P(x|y,m)=\log P_{m}(x|y)=K_{gcm}-E_{gcm}(x,y).\label{eq:gm_log} \log P(x|y,m)=\log P_{m}(x|y)=K_{gc}(m)-E_{gcm}(x,y).\label{eq:gm_log}
\end{equation} \end{equation}
\end_inset \end_inset
Equating
\end_layout
\begin_layout Standard
\noindent
For conciseness, we will write
\begin_inset Formula $K_{gc}(m)$
\end_inset
as
\begin_inset Formula $K_{gcm}$
\end_inset
.
\end_layout
\begin_layout Standard
\SpecialChar allowbreak
\end_layout
\begin_layout Standard
\noindent
The key point here is that
\family roman
\series medium
\shape up
\size normal
\emph off
\bar no
\strikeout off
\xout off
\uuline off
\uwave off
\noun off
\color none
\begin_inset Formula $K_{gm}$
\end_inset
\family default
\series default
\shape default
\size default
\emph default
\bar default
\strikeout default
\xout default
\uuline default
\uwave default
\noun default
\color inherit
is the log-normalization constant for the complete
\emph on
GaussianMixture
\emph default
across all values of
\begin_inset Formula $m$
\end_inset
, and cannot be dependent on the value of
\begin_inset Formula $m$
\end_inset
.
In contrast,
\begin_inset Formula $K_{gcm}$
\end_inset
is the log-normalization constant for a specific
\emph on
GaussianConditional
\emph default
mode (thus dependent on
\begin_inset Formula $m$
\end_inset
) and can have differing values based on the covariance matrices for each
mode.
Thus to obtain a constant
\begin_inset Formula $K_{gm}$
\end_inset
which satisfies the invariant, we need to specify
\begin_inset Formula $E_{gm}(x,y,m)$
\end_inset
accordingly.
\end_layout
\begin_layout Standard
\SpecialChar allowbreak
\end_layout
\begin_layout Standard
\noindent
By equating
\begin_inset CommandInset ref \begin_inset CommandInset ref
LatexCommand eqref LatexCommand eqref
reference "eq:gm_invariant" reference "eq:gm_invariant"
@ -289,7 +387,7 @@ noprefix "false"
\end_inset \end_inset
we see that this can be achieved by defining the error , we see that this can be achieved by defining the error
\begin_inset Formula $E_{gm}(x,y,m)$ \begin_inset Formula $E_{gm}(x,y,m)$
\end_inset \end_inset
@ -541,9 +639,9 @@ noprefix "false"
: :
\begin_inset Formula \begin_inset Formula
\[ \begin{equation}
E_{mf}(y,m)=C+E_{gcm}(\bar{x},y)-K_{gcm}. E_{mf}(y,m)=C+E_{gcm}(\bar{x},y)-K_{gcm}\label{eq:mixture_factor}
\] \end{equation}
\end_inset \end_inset
@ -555,7 +653,24 @@ Unfortunately, we can no longer choose
\begin_inset Formula $m$ \begin_inset Formula $m$
\end_inset \end_inset
to make the constant disappear. to make the constant disappear, since
\begin_inset Formula $C$
\end_inset
has to be a constant applicable across all
\begin_inset Formula $m$
\end_inset
.
\end_layout
\begin_layout Standard
\SpecialChar allowbreak
\end_layout
\begin_layout Standard
\noindent
There are two possibilities: There are two possibilities:
\end_layout \end_layout

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