PriMu.alpha = 1*ones(k,1); % precision vector, each element for a COL of A
PriMu.beta = 1*ones(pinp,1); % precision vector, each element for a COL of B
PriMu.gamma = 1*ones(k,1); % pseudo-precision vector, each element for a COL of C
PriMu.delta = 1*ones(pinp,1); ; % pseudo-precision vector, each element for a COL of D
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That's the default initial values for hyperpara, starting point for vbssm model. Tthis could be found at line 86 of vssminpn.m ( vbssm3.2 )
But then you retrain the model using the original data and these priors:
net = vssminpn(yn,inpn,k,its,0,0
But you didn't try giving the previous network as an input ? This should be possible, according to Matt README file:
i.e. net = vssminpn(yn,inpn,k,its,0,0
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Yes, it's possible. I cannot remember why not use the previous network as input. Is it due to we have incorporated the previous posterior as prior?
In this case I wonder if we still need to specify the priors which do not change in PriMu{} as you have done in this script? Will the prior added in PriMu{} overwrite the existing posterior mean in net.exp.D ? (which is what we would want)
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PriMu{} is changed by
muD = net.exp.D;
tmp = muD(:,2:end)';
for j = 1:length(from_idx)
tmp(from_idx(j),to_idx(j)) = double(conn_attr(j))*tmp(from_idx(j),to_idx(j))*mu;
end
muD(:,2:end) = tmp';
PriMu.muD = muD;