marginalize out

English

Verb

marginalize out (third-person singular simple present marginalizes out, present participle marginalizing out, simple past and past participle marginalized out)

1. (mathematics) The act of discarding a subset of random variables from a probability distribution to find the marginal distribution.
   • 2016, Ian Goodfellow, Yoshua Bengio, Aaron Courville, chapter 5, in Deep Learning‎^[1], page 98:

     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.

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

     To do this, we need to marginalize out the model parameters $\mu$, $W$, and $\sigma ^{2}$ with respect to appropriate prior distributions.