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Laplace Approximation Tags Maximum Likelihood Estimation, Laplace approximation 은 approximate posterior inference 를 위한 방식이다.
Quotient Rule \frac{d}{d x}\left[\frac{f(x)}{g(x)}\right]=\frac{\frac{d}{d x}[f(x)] \cdot g(x)-f(x) \cdot \frac{d}{d x}[g(x)]}{[g(x)]^{2}} Related References.
Laplace Distribution \displaystyle\operatorname{Laplace}(x;\mu,\gamma)=\frac{1}{2\gamma}\exp\left(-\frac{|x-\mu|}{\gamma}\right) B) Related C) References.
Power Series Representation cosine \displaystyle\cos(x)=\sum {k=0}^{\infty}(-1)^{k}\frac{1}{(2k)!}x^{2k} sine \displaystyle\sin(x)=\sum...
Law of Cosines B) Proofs dot product 를 활용한 증명 c=\mathbf{a}-\mathbf{b} \begin{aligned} c \cdot c &=(\mathbf{a}-\mathbf{b}) \cdot(\mathbf{a}-\mathbf{b}) \\ &=\mathbf{a}...
Product Rule p(\boldsymbol{x},\boldsymbol{y})=p(\boldsymbol{y}\mid\boldsymbol{x})p(\boldsymbol{x})=p(\boldsymbol{x}\mid\boldsymbol{y})p(\boldsymbol{y}) p(\boldsymbol{x}):...
Hadmard Product matrix 의 element-wise product: \boldsymbol{A}\odot\boldsymbol{B} Related References.
Power Rule f(x)={x}^{n}, n \neq 0 인 경우, f^{\prime}(x)=n x^{n-1} 이다. Related Quotient rule References.
Categorical Distribution Related References.
Linear Program Related References 모두를 위한 컨벡스 최적화 .