Emile Contal - Homepage

doc: gp_lik

Negative log likelihood given oberservations Yt at Xt

Syntax

 nll = gp_lik(Ktt, Yt, BayesInv)
 nll = gp_lik(Ktt, Yt, BayesInv, Ht)

Arguments

Ktt matrix (nt, nt) of kernel between the points of Xt
Yt vector (nt, 1) of observations
BayesInv structure array returned by gp_inf(Ht, Ktt, Yt, noise)
Ht matrix (nt, b) of basis data as returned by basis_cst(Xt)

Outputs

nll float, negative of the logarithm of the likelihood

See also

gp_loolik | bfgs_search_prior

web analytics