Statistics, Bayesian Statistics, Optimization And Ml, Machine Learning, Programming.
express the integral with respect to σ as a form of the Gamma function. Consider an integral Put Then And where Γ denotes the Gamma function Thus, we can write Let U, Σ, and V denote the singular value decomposition of X so that Let ξ₁, ξ₂, … denote the non-zero diagonal entries of Σ. Put Λ=Σ^⊤Σ.