0
$\begingroup$

I've been trying to derive the marginalized likelihood, which I think I have done successfully. The problem is that I've ended up with an expression that I can't really explain, my expression is like this:

$$L(W) = -\frac{1}{2}\sum_{i=1}^{N}y_i^{T}(WW^{T} + \sigma^{2}I)^{-1}y_i$$

The problem is to explain the terms, for the "normal" Maximum Likelihood as well as the MAP, it's fairly straight forward, but I have a hard time understanding what this really means, is there anyone who can provide and explanation?

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.