hosseinGhafari said:
I hope it made statement of the problem clear.
What you said is clear. However, the meaning of p(y|x,w) or other notation involving "p(y..." is not clear. As mfb asked, what is the event "y"?
In your problem, presumably you have data as an array of vectors
y[1], x[1][1], x[1][2],...x[1][n],
y[2], x[2][1],x[2][2],... x[2][n],
...
y[m], x[m][1],x[m][2],...x[m][n]
And you have a vector of constants
w[1],w[2],...w[n]
And you have a model in the variables Y and X[1],X[2]...X[n]
Y = \sum_{i=1}^n w<i> X </i>
But the meaning of "p(y...)" is not clear.