Biomedical Engineering Reference
In-Depth Information
Also, R v u and R uu are obtained in the following manner. We first define
ʓ uu ʓ u v
ʓ v u
ʓ 1
=
,
(5.126)
ʓ vv
and have
K
R uu R u v
R v u R vv
u k
v k
u k , v
T
=
E z
[
k ]
k
=
1
k = 1 ¯
K ʓ uu ʓ u v
ʓ v u
u k k = 1 ¯
T
k
u k ¯
u k v
=
+
.
(5.127)
k = 1 v k ¯
u k k = 1 v k v
ʓ vv
T
k
Thus, we obtain,
K
K ʓ uu ,
u k
R uu =
1 ¯
u k ¯
+
(5.128)
k
=
K
u k
K ʓ v u .
R v u =
1 v k ¯
+
(5.129)
k
=
The hyperparameter
ʱ
is obtained by maximizing the free energy, which is
expressed as
F =
E ( A , u ) [
log p
(
y
|
z
,
A c ) +
log p
(
z
) +
log p
(
A c )
log
p
(
z
|
y
)
log
p
(
A c |
y
) ] .
(5.130)
However, since
ʱ
is contained only in log p
(
A c )
, (which is equal to log p
(
A
)
), the
update equation for
ʱ
is exactly the same as that in Eq. ( 5.79 ).
5.4.4 Summary of the PFA Algorithm
The PFA algorithm is summarized as follows. The first step estimates the interference
mixing matrix B and the diagonal noise precision matrix
by applying the VBFA
algorithm to the control data. The second step applies the PFA-VBEM algorithm to
the target data, and estimates the signal factor vector u k and the signal mixing matrix
A . In the second step, B and
ʛ
are fixed at the values obtained in the first step. There
is a different version of the PFA algorithm in which B and
ʛ
ʛ
are also updated in the
second step. The details of the algorithm are given in [ 1 ].
The free energy is computed in exactly the same manner as in Eq. ( 5.100 ) except
that
u k is replaced by
¯
¯
z k . Thus, the free energy is expressed as
 
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