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Changes between Version 2 and Version 3 of OfficialTolArchiveNetworkBysPrior


Ignore:
Timestamp:
Dec 24, 2010, 4:19:07 PM (14 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • OfficialTolArchiveNetworkBysPrior

    v2 v3  
    2525but this an admisible restricion in almost all cases.
    2626
    27 == Chained priors ==
    28 
    29 A prior can depend on a set of parameters that can be defined as constant
    30 values or another subset of the model variables. For example we can define
    31 hierarquical structures among the variables using a latent variable that is
    32 the average of a normal prior for a subset of variables. We also can consider
    33 that the varianze of these normal prior is another variable and to define
    34 an inverse chi-square prior over this one.
    35 
    3627== Non informative priors ==
    3728
     
    5344bounds:[[BR]][[BR]]
    5445
    55 [[LatexEquation( \beta\in\Omega\Longleftrightarrow l_{k}\leq\beta\leq u_{k}\wedge-\infty\leq l_{k}<u_{k}\leq\infty )]]
     46[[LatexEquation( \beta\in\Omega\Longleftrightarrow l_{k}\leq\beta_{i_k}\leq u_{k}\wedge-\infty\leq l_{k}<u_{k}\leq\infty\forall k=1\ldots r )]]
    5647
    5748=== Polytope prior ===
     
    6051[[LatexEquation( A\beta\leq a\wedge A\in\mathbb{R}^{r\times n}\wedge a\in\mathbb{R}^{r} )]]
    6152
    62 We can define this type of prior bye means of a set of [[LatexEquation( r )]]
    63 inequations due NonLinGloOpt doesn't have any special behaviour for linear
    64 inequations, and it could be an inefficient implementation.
     53An special and common case of polytope region is the defined by order relations like
     54
     55[[LatexEquation( \beta_{i}}\leq\beta_{j}})]]
     56
     57We can implement this type of prior by means of a set of [[LatexEquation( r )]]
     58inequations but, since NonLinGloOpt doesn't have any special behaviour for linear
     59inequations, it could be an inefficient implementation.
    6560
    6661However we can define just one non linear inequation that is equivalent to the
     
    8277
    8378The feasibility condition can then be defined as a single continuous nonlinear
    84 inequality and twice differentiable everywhere
     79inequality and differentiable everywhere
    8580
    8681[[LatexEquation( g\left(\beta\right)=\underset{k=1}{\overset{r}{\sum}}D_{k}^{3}\left(\beta\right)\leq0 )]]
     
    9085[[LatexEquation( \frac{\partial g\left(\beta\right)}{\partial\beta_{i}}=3\underset{k=1}{\overset{r}{\sum}}D_{k}^{2}\left(\beta\right)A_{ki} )]]
    9186
    92 
    9387== Multinormal prior ==
    9488
    95 == Scalar bounded normal prior ==
    9689
    9790== Inverse chi-square prior ==
    9891
    9992
     93
     94