Biomedical Engineering Reference
In-Depth Information
E ( A , u ) log p
)
F [ ʱ , ʛ ]=
(
,
,
)
(
|
)
(
|
u
y
A
log
p
u
y
log
p
A
y
=
E ( A , u ) [
(
|
,
) +
(
)
log p
y
u
A
log p
u
+
log p
(
A
)
log
p
(
u
|
y
)
log
p
(
A
|
y
) ] ,
(5.71)
where E
) [·]
indicates the average regarding both
p
(
A
|
y
)
and
p
(
u
|
y
)
.Onthe
(
A
,
u
right-most-side of the equation above, the terms containing
ʱ
are only log p
(
A
)
.
Thus, omitting the terms not containing
ʱ
, we can rewrite the free energy as
log p
) .
F [ ʱ , ʛ ]=
E
(
A
(5.72)
(
A
,
u
)
Considering
M
M
M
1
2
1
2
a j ʻ j ʱ
log p
(
A
) =
log
1 N(
a j |
0
, ʻ j ʱ ) =
log
| ʻ j ʱ |−
a j
j
=
j
=
1
j
=
1
M
L
M
L
1
2
1
2
1 ʻ j ʱ A j , ,
=
log
j ʱ )
(5.73)
j
=
1
=
1
j
=
1
=
The free energy in Eq. ( 5.72 ) is rewritten as
M
L
M
L
1
2
1
2
1 ʻ j ʱ A j ,
.
F [ ʱ , ʛ ]=
E ( A , u )
log
j ʱ )
(5.74)
j
=
1
=
1
j
=
1
=
To derive the estimate of
ʱ
, we differentiate the free energy in ( 5.74 ) with respect
to
ʱ
, resulting in
,
M
L
M
L
ʱ F [ ʱ , ʛ ]=
ʱ
1
2
1
2
1 ʻ j ʱ A j ,
j ʱ )
E A
log
j
=
1
=
1
j
=
1
=
(5.75)
where the expectation E u [·]
is omitted because the terms on the right-hand side of
the equation above do not contain u . To compute the equation above, we consider
the relationship
M
L
M
= 1 ʻ j ʱ
L
M
∂ʱ
1
2
1
2
M
2 ʱ 1
1
2
A j ,
=
1 ʻ j A j , ,
(5.76)
log
j ʱ )
j =
= 1
j =
j =
1
1
 
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