Pattern Recognition and Machine Learning

INDEX 733

Hooke’s law, 580
hybrid Monte Carlo, 548
hyperparameter, 71 , 280, 311, 346, 372, 502
hyperprior, 372

I map,seeindependence map
i.i.d.,seeindependent identically distributed
ICA,seeindependent component analysis
ICM,seeiterated conditional modes
ID3, 663
identifiability, 435
image de-noising, 387
importance sampling, 525, 532
importance weights, 533
improper prior, 118 , 259, 472
imputation step, 537
imputation-posterior algorithm, 537
inactive constraint, 328, 709
incomplete data set, 440
independence map, 392
independent component analysis, 591
independent factor analysis, 592
independent identically distributed, 26 , 379
independent variables, 17
independent, identically distributed, 605
induced factorization, 485
inequality constraint, 709
inference, 38, 42
information criterion, 33
information geometry, 298
information theory, 48
input-output hidden Markov model, 633
intensive variables, 490
intrinsic dimensionality, 559
invariance, 261
inverse gamma distribution, 101
inverse kinematics, 272
inverse problem, 272
inverse Wishart distribution, 102
IP algorithm,seeimputation-posterior algorithm
IRLS,seeiterative reweighted least squares
Ising model, 389
isomap, 596
isometric feature map, 596
iterated conditional modes, 389 , 415

iterative reweighted least squares, 207 , 210, 316,

354, 672

Jacobian matrix, 247 , 264

Jensen’s inequality, 56

join tree, 416

junction tree algorithm, 392, 416

Knearest neighbours, 125

K-means clustering algorithm, 424 , 443

K-medoids algorithm, 428

Kalman filter, 304, 637

extended, 644

Kalman gain matrix, 639

Kalman smoother, 637

Karhunen-Loeve transform, 561`

Karush-Kuhn-Tucker conditions, 330, 333, 342,

710

kernel density estimator, 122 , 326

kernel function, 123, 292 , 294

Fisher, 298

Gaussian, 296

homogeneous, 292

nonvectorial inputs, 297

stationary, 292

kernel PCA, 586

kernel regression, 300, 302

kernel substitution, 292

kernel trick, 292

kinetic energy, 549

KKT,seeKarush-Kuhn-Tucker conditions

KL divergence,seeKullback-Leibler divergence

kriging,seeGaussian process

Kullback-Leibler divergence, 55 , 451, 468, 505

Lagrange multiplier, 707

Lagrange, Joseph-Louis, 329

Lagrangian, 328, 332, 341, 708

laminar flow, 678

Laplace approximation, 213 , 217, 278, 315, 354

Laplace, Pierre-Simon, 24

large margin,seemargin

lasso, 145

latent class analysis, 444

latent trait model, 597

latent variable, 84, 364 , 430, 559