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Bayes’ Rule used in the BN:

Given the set of distance measurements 𝑫 = {𝑑 } which is considered to be a subset of all pairs of
distance measurement and defining parameters sought to be 𝜽 = {𝒑 } i.e. the set of all 𝑁
measurement point coordinate vectors, then Bayes’ theorem can be expressed as

𝑝(𝜽|𝑫) = 𝑝(𝑫|𝜽)𝑝(𝜽),

where 𝑝(𝜽) is the prior for the (total) parameter vector 𝜽 which is to be selected based on
experience or prior knowledge and 𝑝(𝑫|𝜽) is the likelihood. In the case of statistical independence
the likelihood function becomes the product of all the likelihood functions each for a different pair
of points and the separation distance measured between them. Then, to obtain a particular
measurement point’s position/coordinate vector, say 𝒑 , we simply calculate the expectation of the
vector corresponding to this position vector which implies marginalising out all remaining
measurement points’ position vectors to obtain the estimate for 𝒑 .

2D Example:

In the 2D example the likelihood is the product of all the 5D Gaussian densities, each such 5D density
expressed in terms of the 𝑥-𝑦 coordinates (𝜃 , 𝜃 , 𝜃 , 𝜃 ) = (𝑥 , 𝑦 , 𝑥 , 𝑦 ) as (unknown) parameters
and the two endpoints on either side of the distance 𝑑. This 5D Gaussian is constructed by using the
4D Gaussian describing 𝜽 = (𝜃 , 𝜃 , 𝜃 , 𝜃 ) and the interaction between 𝜽 and 𝑑 as described
earlier. The associated 5x5 covariance matrix will now be expressed more compactly as

𝑹 𝒓
𝑹 =
𝒓 𝜎

A single such 5D Gaussian representing the likelihood for a single measurement point-pair and
separation distance 𝑑 can be shown to have the form

𝑝(𝑑|𝜽) ∝ exp − (𝜽 𝜽) 𝑹 (𝜽 𝜽) exp 𝒓 (𝜽 𝜽) 𝟐

where 𝜃̅ represents the mean of 𝜃 and therefore 𝜽 is the mean of the (point-pair) parameter
vector 𝜽. The resultant likelihood function, considering all points, is given by the products of all the
5D Gaussians, one for each distance measurement 𝑑 taken, i.e. one for each 𝑑 ≠ 0, and
conceptually written as

𝑝(𝑫|𝜽) = 𝑝 𝑑 𝜽
,

Then, the joint posterior density is given by

𝑝(𝜽|𝑫) = 𝑝(𝜽) 𝑝 𝑑 𝜽
,

where 𝜽 is again the total parameter vector. Finally, to obtain a particular measurement point’s
position/coordinate vector, say 𝒑 , we simply calculate the expectation of the vector corresponding
to this position vector which implies marginalising out all remaining measurement points’ position
vectors to obtain the estimate for 𝒑 .

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