| ExpHyperMove {EDISON} | R Documentation |
Makes an exponential hyperparameter move.
Description
This function tries to make a level-1 or level-2 hyperparameter move for the exponential prior
Usage
ExpHyperMove(network.info, node.sharing, GLOBvar, hyper.proposals)
Arguments
network.info |
The network information collected by
|
node.sharing |
The type of information sharing among nodes:
|
GLOBvar |
Collection of global variables of the MCMC. |
hyper.proposals |
Proposal width of the hyperparameter move. |
Value
Returns a list with elements:
move.made |
1 if a level-1 hyperparameter move has been made, 0 otherwise. |
network.info |
Network information with updated hyperparameters if the move was accepted. |
accept |
Whether a level-1 hyperparameter move has been accepted or not. |
move.made.k |
1 if a level-2 hyperparameter move has been made, 0 otherwise. |
accept.k |
Whether a level-2 hyperparameter move has been accepted or not. |
move |
Type of move: 2 for a level-1 hyperparameter move, 3 for a level-2 hyperparameter move. |
Author(s)
Frank Dondelinger
References
For information about the exponential information sharing prior, see:
Husmeier et al. (2010), "Inter-time segment information sharing for non-homogeneous dynamic Bayesian networks", NIPS.
Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.