スクリプト<https://github.com/narrowlyapplicable/peak_separation_whth_WBIC> WBIC(Widely-applicable Bayesian Criterion)を用いて、Lorentz関数型のピークが重畳した信号から、ピークの個数を推定できるか実験を行った。

1. WBIC
Lorentz
Y ◾ ◾ T◾ ◾
2018/04/14

2. 1.

3. ■
–
–
■ Lorentz
– Lorentz EMG
– Lorentz Cauchy
– Lorentz

4. 2.
Lorentz
WBIC

5. #1
■ R dcauchy() 3 Lorentz

6. #2
■ 4
– #1

7. ■ Stan ”*_lpdf()”
■ Lorentz (Cauchy )
! " = $ %& ∗ Cauchy("|0&, 2&)
&
+ noise.
– Stan Cauchy_lpdf()
log !(") = $ exp log %& + cauchy lpdf("|0&, 2&)
&
– normal_lpdf()

8. WBIC
■ WBIC
■ target 1/ log &
■ generated quantities
■ R WBIC

9. 3.

10. - #1 =3
■ WBIC 3
– =4

11. - #2 =4
■ 5 WBIC
– U
– =4 or 5

12. ■ #1 2 1
WBIC
■ #2 3 1
WBIC 1 =5
[future work]
Ø (1)WBIC ,
(2) KL 2
Ø
– R bridge-sampling
Ø