Log-likelihood of one single-cell bulk sample
Source:R/02_02_single_cell_decovart_estimate_ratios.R
loglik_single_cell.RdGaussian log-likelihood of
\(\boldsymbol{y}\sim\mathcal{N}(c\tilde{\boldsymbol{\mu}}\boldsymbol{p},
\phi\boldsymbol{S}_W(\boldsymbol{p}))\)
with
\(\boldsymbol{S}_W(\boldsymbol{p})=\sum_j p_j\boldsymbol{\Sigma}_{W,j}\).
The scales \(c\) and \(\phi\) are held fixed. Up to
\(-\tfrac{G}{2}\log(2\pi)\),
$$
\ell
=
-\tfrac{G}{2}\log\phi
-\tfrac{1}{2}\log\det\boldsymbol{S}_W(\boldsymbol{p})
-\tfrac{1}{2\phi}
\boldsymbol{r}^{\top}\boldsymbol{S}_W(\boldsymbol{p})^{-1}\boldsymbol{r},
$$
\(\boldsymbol{r}=\boldsymbol{y}-c\tilde{\boldsymbol{\mu}}\boldsymbol{p}\).
The population objective loglik_multivariate() is a different model:
its covariance is \(\sum_j p_j^2\boldsymbol{\Sigma}_j\).
Arguments
- p
Composition of length \(J\). It does not have to sum to 1 (numerical derivatives step off the simplex).
- y
Bulk vector of length \(G\).
- mean_signature_matrix
Reference mean, \(G\times J\).
- Sigma
Cell-level covariances, \(G\times G\times J\).
- mean_scale
Positive plug-in \(c=an\).
- variance_scale
Positive plug-in \(\phi=a^2 n\).