ELL: Expected log-likelihood function
Description
Expected log-likelihood function
Usage
ELL(Q, sigma2, model_data, Psi, mu, Sigma, A)
Value
scalar expected log-likelihood
Arguments
- Q
precision matrix
- sigma2
noise variance
- model_data
list with X and y
- Psi
data locations to mesh locations matrix
- mu
posterior mean of w
- Sigma
posterior covariance of w
- A
crossprod(X%*%Psi)