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Opened 13 years ago

Last modified 13 years ago

#1439 new task

[GrzLinModel] Allowing distributions with extra parameters

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: highest Milestone: Mantainance
Component: Math Version: 3.1
Severity: blocker Keywords:
Cc:

Description

Under certain circumstances, the optimization and simulation methods used over pure exponential family, can be extended to distributions with extra parameters than average.

This extra parameters can be simulated in a Gibbs frame by simple alternating and incorporating prior information about all them. In MLE optimization we can use ​Expectation–maximization algorithm to take profit of reusing written code.

Change History (3)

comment:1 Changed 13 years ago by Víctor de Buen Remiro

Priority: normal → highest
Severity: normal → blocker
Version: 2.0.1 → 3.1

comment:2 Changed 13 years ago by Víctor de Buen Remiro

(In [4165]) Refs #1439
Fixes #1440

comment:3 Changed 13 years ago by Víctor de Buen Remiro

(In [4166]) Refs #1439

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