Models#
Orthogonal Instantaneous Linear Mixing Model. |
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Posterior distribution for OILMM. |
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Mixing matrix H = U S^(1/2) with orthogonal columns. |
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Create OILMM model with shared kernel across latents. |
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Create OILMM with data-informed initialization of mixing matrix. |
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Create OILMM with custom kernel per latent GP. |
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Log marginal likelihood for the OILMM. |