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DamonMIN / pmtk3

Automatically exported from code.google.com/p/pmtk3
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gaussFit incorrectly updates of distribution #59

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago 
What steps will reproduce the problem?
1. Running gaussFit as a subroutine and using a prior (for me through 
hmmFitFullyObs).

What is the expected output? What do you see instead?

The updating of the gaussian-InverseWishart distribution appears to be 
incorrect and yields a highly non PSD result.  

What version / revision of the product are you using? On what operating
system?
pmtk3 - Nov2012/Ubuntu

Please provide any additional information below.

Replaced line 37: SN = S0 + C + kappa0*m0*m0'-kappaN*muN*muN';

with

SN = S0 + C + kappa0/(kappa0+N)*(xbar-m0)*(xbar-m0)';

The problem appears to be fixed

Original issue reported on code.google.com by miketrav...@gmail.com on 23 Aug 2013 at 8:33

GoogleCodeExporter commented 8 years ago 
Moved to GitHub: https://github.com/probml/pmtk3/issues/59

Original comment by irosen on 4 Jan 2014 at 2:39