em_lapl

Purpose

Recomputes the likelihood parameter for exponential noise.

Synopsis

[newLik] = em_lapl(oldLikPar,y,cavM,cavV,postM,postV);

Description

[newLik] = em_lapl(oldLikPar,y,cavM,cavV,postM,postV) - the M-step in lik.par. estimation of the coefficeient of the Laplace noise. The data is assumed to be independent, thus an analytic expression is found (see MATLAB code).

Parameters:

oldLikPar

- preceeding value of the likelihood parameter.

y

- training output.

cavM,cavV

- (cavity) mean and variance of the GP.

postM,postV

- mean and variance of the posterior process.

newLik

- the new parameter.

See Also

demogp_reg, ogp, ogptrain, c_reg_lapl

Copyright (c) Lehel Csató (2001-2004)