Adjusts GP such that the TAP/EP it. is not ill-conditioned.
[K1, K2] = ogpparadj(K1,K2,mX,sigX2,tolL);
[K1, K2] = ogpparadj(K1,K2,mX,sigX2)
adjusts the online update
parameters such that the resulting GP will not have strongly negative
variances.
The procedure is important in situations where the the likelihood function is not log-concave. For these cases the thus the optimisation might not leaad to unique solution. The script changes the update coefficients such that the resulting stochastic process has a positive variance.
Parameters:
K1,K2
- the online update coefficients.
mX,sigX2
- the GP marginals.
Copyright (c) Lehel Csató (2001-2004)