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More specifically, it is possible to show, as an instance of the Rao-Blackwell theorem [13, 14], that integrating out some of the state variables in (9) analytically improves the accuracy of the approximation (11).
More ambitiously, one could consider analytically integrating out Y in Equation 8, yielding an estimator which directly considers the relationship between synaptic weights and somatic spiking because it is based on ∂ ∂ w i, ν log P w ( Z | X ).
We augment each plot with the maximum a posteriori (MAP) estimate (i.e. the posterior mode) of the entire recording probability function, estimated by the location of the highest marginal posterior probability (after integrating out λ) in the chains.
Then, by integrating out x n, t n ∼ N ( t ̄ n, G n ) where t ̄ n = 1 / ( Ī n S ) ∑ j = 1 Ī n S t n ; j and G n = U n U n T + σ n 2 I I n.
We propose to approximate the marginal smoothing distribution of (a i,z i ) by merging the sampled forward and backward trajectories at times i−1 and i+1 and integrating out all possible paths between time i−1 and time i and between time i and time i+1 instead of sampling random variables.
The dependency parameters α,ρ may then be estimated using the EM algorithm by integrating out the hidden variates G,G 1 and G 2. We estimated these dependency parameters on 96 stocks of the S&P 100 index and present in Figs. 1 and 2 the estimated values for α and ρ, respectively.
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The frailty (random effect) can be integrated out (in closed form or by numerical or stochastically integration, depending on the frailty distribution) to get a likelihood function not depending on unobserved quantities [ 19].
It is therefore advantageous to integrate out any redundant random variable present in the estimation.
An attractive property of the current model is that we can integrate out analytically the volume variables, v τ.
In these cases, it is no more possible to integrate out f analytically as it was the case with Gaussians.
There is only one type of input, so the PDF Q is a delta function that can be integrated out. 2.
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