Returns the matrix which reverses the effect of weights on a population for certain models.
Windham_populationinverse(cW)Windham_populationinverse_alternative(newtheta, previoustheta, cW, cWav)
A diagonal matrix with the same number of columns as cW
.
A vector of tuning constants for the Windham robustification method performed by Windham()
.
The parameter vector most recently estimated
The parameter vector estimated in the previous step
The value of the non-zero elements of cW
. That is cW
have elements that are zero or equal to cWav
.
Windham_populationinverse()
: The matrix with diagonal elements \(1/(1+c_i)\)
Windham_populationinverse_alternative()
: The transform implemented as described by scealy2024ro;textualscorematchingad. It is mathematically equivalent to multiplication by the result of Windham_populationinverse()
in the situation in scealy2024ro;textualscorematchingad.
In the Windham robustification method (Windham()
) the effect of weighting a population plays a central role.
When the
the model density is proportional to \(\exp(\eta(\theta) \cdot T(u))\),
where \(T(u)\) is a vector of sufficient statistics for a measurement \(u\),
and \(\eta\) is a linear function,
Then weights proportional to
\(\exp(\eta(c \circ \theta) \cdot t(u))\),
where \(c\) is a vector of tuning constants and \(\circ\) is the Hadamard (element-wise) product,
have a very simple effect on the population parameter vector \(\theta\):
the weighted population follows a density of the same form, but with a parameter vector of
\((1 + c) \circ \theta\).
The inverse of this change to the parameter vector is then a matrix multiplication by a diagonal matrix with elements \(1/(1+c_i)\), with \(c_i\) denoting the elements of \(c\).