Multivariate Gaussian detection with yields the LRT statistic proportional to:
If you impose a Gaussian prior on weights in a linear-Gaussi…
If you impose a Gaussian prior on weights in a linear-Gaussian model, the MAP estimate corresponds to:
For Gaussian binary detection with equal priors and equal co…
For Gaussian binary detection with equal priors and equal costs, the LRT threshold simplifies to
For an inhomogeneous Poisson process with intensity , the po…
For an inhomogeneous Poisson process with intensity , the point-process likelihood over has the form:
Poisson-to-Gaussian approximation is most defensible when:
Poisson-to-Gaussian approximation is most defensible when:
Under the same model, with , the decision can be written as:
Under the same model, with , the decision can be written as:
The GLRT statistic for unknown amplitude (Gaussian) reduces…
The GLRT statistic for unknown amplitude (Gaussian) reduces to a normalized matched-filter energy of the form:
In the inhomogeneous Poisson log-likelihood ratio between a…
In the inhomogeneous Poisson log-likelihood ratio between and , the spike-time terms appear as plus an integral “baseline correction.”
In Gaussian conjugate models, the posterior mean can be expr…
In Gaussian conjugate models, the posterior mean can be expressed as a precision-weighted combination of the prior mean and the sample mean.
For univariate Gaussian detection , the false-alarm probabil…
For univariate Gaussian detection , the false-alarm probability has the generic form: