X-Git-Url: https://git.sesse.net/?a=blobdiff_plain;f=bayeswf.cpp;fp=bayeswf.cpp;h=71686c999cb944f2af6226d23b9fcf7e07d9115e;hb=3755fe5fbb4bafc3a0b32de691b7c287af91886a;hp=7ee0120a592e23f1075ebef4cfc1a7cb36fbec47;hpb=7868d20e3a8cad6c589298f7163357bea97a6b3e;p=wloh

diff --git a/bayeswf.cpp b/bayeswf.cpp
index 7ee0120..71686c9 100644
--- a/bayeswf.cpp
+++ b/bayeswf.cpp
@@ -201,6 +201,9 @@ void construct_hessian(const float *mu, int num_players)
 {
 	memset(hessian, 0, sizeof(hessian));
 
+	for (int i = 0; i < num_players; ++i) {
+		hessian[i][i] += 1.0f / (prior_sigma * prior_sigma);
+	}
 	for (unsigned i = 0; i < all_matches.size(); ++i) {
 		const match &m = all_matches[i];
 
@@ -224,6 +227,14 @@ void compute_mu_uncertainty(const float *mu, int num_players)
 {
 	memset(mu_stddev, 0, sizeof(mu_stddev));
 
+	// Temporarily use mu_stddev to store the diagonal of the Hessian.
+
+	// Prior.
+	for (int i = 0; i < num_players; ++i) {
+		mu_stddev[i] += 1.0f / (prior_sigma * prior_sigma);
+	}
+
+	// Matches.
 	for (unsigned i = 0; i < all_matches.size(); ++i) {
 		const match &m = all_matches[i];
 
@@ -233,10 +244,11 @@ void compute_mu_uncertainty(const float *mu, int num_players)
 		double sigma_sq = global_sigma * global_sigma;
 		float w = m.weight;
 
-		// Temporarily use mu_stddev to store the diagonal of the Hessian.
 		mu_stddev[p1] += w / sigma_sq;
 		mu_stddev[p2] += w / sigma_sq;
 	}
+
+	// Now convert to standard deviation.
 	for (int i = 0; i < num_players; ++i) {
 		mu_stddev[i] = 1.0f / sqrt(mu_stddev[i]);
 	}