Monthly Archives: November 2008

Suppose that I have the following model: and are hidden and is observed.  This model is perhaps not as facile as it seems; the ‘s might be mixture components in a mixture model, i.e., you can imagine hanging other observations … Continue reading →

So in reading group today Chernoff bounds came up.  The bound basically says that if we sample random variables and sum them we are very likely to be close to the expected sum.  Estimating partition functions is a central challenge … Continue reading →

So one more wrinkle to add to the pile.  I was wondering why a “better” method should fare worse.  All the explorations below have only confirmed that.  Well, there’s one other way (other than the E-step and the M-step) in … Continue reading →

In the previous post, I showed how to compute the approximate objective function for regularization.  I implemented such a harness in R with some real data from one of my runs to prototype it.  Directly using nlm seems to work … Continue reading →

Currently there are two regularization penalties, and this is sort of a hack.  Ideally, we’d want to stick with one that is consistent across methods.  This involves simulating additional non-links.   In other words, we want to add to the … Continue reading →