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P(A|B) = P(A,B)/P(B)
Chain rule:
P(A,B,C,D) = P(A,B,C|D)P(D) = P(A,B|C,D)P(C|D)P(D)
= P(A|B,C,D)P(B|C,D)P(C|D)P(D)
P(A,B|C) = P(A,B,C)/P(C) = P(A|B,C)P(B,C)/P(C) = P(A|B,C)P(B|C)P(C)/P(C)
= P(A|B,C)P(B|C)
P(A|B,C) = P(A,B,C)/P(B,C)
= P(B,C|A)P(A)/P(B)P(C) ...(1)
= P(B|A)P(C|A)P(A)/P(B)P(C) ...(2)
= P(B|A)P(A|C)/P(B)
Notes
A = QRwhere Q is m-by-m orthogonal and R is m-by-n upper triangular. If A has full column rank then the first n columns of Q form an orthonormal basis for range(A). Thus, calculation of the QR factorization is one way to compute an orthonormal basis for a set of vectors.
m-by-m matrix U and n-by-n matrix Vsuch that
U'AV = diag(d_1,d_2,...d_p), where p = min{m,n} and singular values d_i >= 0 are the lengths of the semi-axes of the hyperellipsoid E defined by E = {Ax: ||x||_2 = 1}.
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