diff toolboxes/FullBNT-1.0.7/KPMstats/cwr_readme.txt @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/cwr_readme.txt	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,20 @@
+This directory implements Cluster Weighted Regression, as described in
+Neil Gershenfeld, "The nature of mathematical modelling", p182.
+(See also http://www.media.mit.edu/physics/publications/books/nmm/files/index.html)
+
+Written by K. Murphy, 2 May 2003
+
+The model is as follows:
+
+X<--|
+|   Q
+v   |
+Y<--
+
+where Q is a discrete latent mixture variable.
+
+A mixture of experts has an X->Q arc instead of a Q->X arc;
+the X->Q arc is modelled by a softmax, which is slightly harder to fit than a
+mixture of Gaussians.
+
+