In Bishop on page 219, the equality below is given. Unfortunately, I fail to see how one finds the mean $\mu_{a}$ of this distribution. I know the definition of expectation operator, but how does one obtain the most right equality in the bottom equation? Can someone enlighten me? Thanks!
Asked
Active
Viewed 1,094 times
1 Answers
1
$\int p(a)a\ da = $ (first equality in OP post)
$=\int (\int \delta(a - w^T\phi)q(w)dw)\ ada = $ (change odrer of integration)
$=\int (\int \delta(a - w^T\phi)ada)\ q(w)dw = $ ((4.146) in Bishop)
$=\int w^T\phi\ q(w)dw $
UPD. Added comments and fix

Nik
- 136
- 4
-
1This makes no sense: how do you justify making "$a$" disappear at the end, to be replaced by "$w^T\phi$"? Are you sure you put the equalities in the order intended? Regardless, a little explanation would be extremely helpful. – whuber Sep 11 '17 at 14:27
-
Updated my post – Nik Sep 11 '17 at 14:42