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Opened 15 years ago

Closed 15 years ago

Last modified 15 years ago

#758 closed enhancement (fixed)

Cannot express a truncated uniform prior over missing values in BSR

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: highest Milestone: BSR hierarchy and priors
Component: Math Version: 2.0.1
Severity: blocker Keywords:
Cc:

Description (last modified by Víctor de Buen Remiro)

Now missing values accept prior with scalar distribution normal, truncated normal and pure non informative (no prior).
Adding truncated uniform prior we could use it to simulate censored data.
This feature should be used carefully over input missing due it could give a non regular regression matrix if there are simultaneous input missing without normal or truncated normal prior.

Change History (3)

comment:1 Changed 15 years ago by Víctor de Buen Remiro

Description: modified (diff)
Status: newaccepted

comment:2 Changed 15 years ago by Víctor de Buen Remiro

Resolution: fixed
Status: acceptedclosed

(In [1531]) Fixed #758

comment:3 Changed 15 years ago by Víctor de Buen Remiro

There are four alternative ways to define scalar priors over missing values in function of fields of structure @Bsr.Missing.Info

  1. Truncated Normal:
        Prior.Average is known and finite
    and
        0 < Prior.Sigma < +INF
    and
        Prior.LowerBound > -INF 
      or
        Prior.UpperBound < +INF 
    
  2. Normal:
        Prior.Average is known and finite
    and
        0 < Prior.Sigma < +INF
    and
        Prior.LowerBound = -INF or ?
    and
        Prior.UpperBound = +INF or ?
    
  3. Truncated uniform:
        Prior.Average is known and finite but is used just as initial value
    and
        Prior.Sigma = +INF or ?
    and
        Prior.LowerBound > -INF 
      or
        Prior.UpperBound < +INF 
    
  4. None:
        Prior.Average is known and finite but is used just as initial value
    and
        Prior.Sigma = +INF or ?
    and
        Prior.LowerBound = -INF or ?
    and
        Prior.UpperBound = +INF or ?
    
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