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Likelihood

Takeshi Akuhara edited this page Jan 29, 2019 · 12 revisions

Likelihood

For the likelihood, we mostly follow the approach of Bodin et al. (2012). Summary of the definition is as follows:

  • Likelihood as multivariate Gaussian distribution

  • Noise covariance matrix with r^2 decay

    • σ_j is treated as a model parameter
    • r_j is automatically determined from Gaussian low-pass filter using
    • The inverse of C is calculated using singular value decomposition.
    • Computing the determinant of C is not necessary becuase it is canceled out.

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