marginalize out

present singular third person marginalizes out · participle present marginalizing out · participle past marginalized out · past marginalized out

1. mathematicsThe act of discarding a subset of random variables from a probability distribution to find the marginal distribution.

   To do this, we need to marginalize out the model parameters #92;mu, W, and #92;sigma² with respect to appropriate prior distributions.

   2006, Cristopher M. Bishop, chapter 12, in Pattern Recognition and Machine Learning, page 581

   1 more example

   One way to efficiently define such a large set of functions is to learn a probability distribution over all the relevant variables, then solve the classification task by marginalizing out the missing variables.

   2016, Ian Goodfellow, Yoshua Bengio, Aaron Courville, chapter 5, in Deep Learning, page 98