Scaling Functions #14
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
covariance term which acts as a deterministic transformation of some underlying variable.
akleeman
force-pushed
the
scaling_functions
branch
from
e013e53 to
e7a7f86
Compare
benjamin0
reviewed
May 14, 2018
|
|
||
| namespace albatross { | ||
|
|
||
| template <typename Term> struct CovarianceFunction { | ||
| Term covariance_term; | ||
| Term term; |
There was a problem hiding this comment.
nit: In the future, could you separate pure naming changes into another commit?
| * y ~ N(0, S) with S_ij = cov(y_i, y_j) | ||
| * And you may then make observations of that random variable | ||
| * but through a known transformation, | ||
| * z = f(y) y |
There was a problem hiding this comment.
Looks like z = f(y) * y?
This was referenced Dec 13, 2022
Closed
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Add scaling functions which provide a way of defining a covariance term which acts as a deterministic transformation of some underlying variable.