Class Moment_joint_marking

java.lang.Object
jline.api.moment.Moment_joint_marking

public final class Moment_joint_marking extends Object
Joint factorial moments of the per-class counts under multinomial marking.

If a count N is marked independently, every event receiving class j with probability p_j, then the per-class counts (N_1,...,N_d) have joint factorial moments

   E[prod_j (N_j)_(a_j)] = (prod_j p_j^(a_j)) * f_(|a|)
 

where f is the factorial moment sequence of the aggregate count N and |a| = a_1+...+a_d. This is the counting-process counterpart of the marking (class-splitting) formulas of the M3A fitters, and it is exact for the per-class counts of a MAP marked in this i.i.d. way, in particular for an MMAP whose marking probabilities do not depend on the phase.

Reference: A. Heindl and A. van de Liefvoort. Moment conversions for discrete distributions. PMCCS, 2003.

Since:
LINE 3.0
  • Method Details

    • moment_joint_marking

      public static double[] moment_joint_marking(Matrix f, double[] p, int[] dims)
      Joint factorial moments of the per-class counts.
      Parameters:
      f - column vector of length n+1 holding the factorial moments of the aggregate count
      p - marking probabilities, one per class
      dims - maximum order per class; their sum must not exceed n
      Returns:
      flattened joint factorial moments in row-major order, of extent (dims[0]+1)*...*(dims[d-1]+1)