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Hierarchical Prior for the Weights

 The priors for weights A and B have zero mean and common variance to each dimension k, which corresponds to incoming weights of a source si,k:

\begin{displaymath}p(A_{i,k,j}\mid v_{i,j}^{A}) = \operatorname{N}\left(A_{i,k,j};0, \exp(-v_{i,j}^{A})\right),
\end{displaymath} (5.7)

where Ai,k,j is the element of Ai that connects si+1,j to si,k. Parameters for B are similar and are not shown here. The variance parameter has the prior parameters that are common to dimensions j

\begin{displaymath}p(v_{i,j}^{A}\mid m_{i}^{vA}, v_{i}^{vA}) = \operatorname{N}\left(v_{i,j}^A;m_{i}^{vA}, \exp(-v_{i}^{vA})\right) .
\end{displaymath} (5.8)

The hyperparameters mivA and vivA have priors of the form

\begin{displaymath}p(m_{i}^{vA}\mid m_{i}^{mvA}, v_{i}^{mvA}) = \operatorname{N}\left(m_{i}^{vA}; m_{i}^{mvA}, \exp(-v_{i}^{mvA})\right).
\end{displaymath} (5.9)

The priors for these priors mimvA, mivvA, vimvA and vivvA of the hyperparameters are very flat and defined as constants in the model structure. They are of the form

\begin{displaymath}p(m_{i}^{mvA}) = \operatorname{N}\left(m_{i}^{mvA}; 0, 100^{2}\right).
\end{displaymath} (5.10)



Tapani Raiko
2001-12-10