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Changes between Version 3 and Version 4 of OfficialTolArchiveNetworkBysPrior


Ignore:
Timestamp:
Dec 25, 2010, 6:52:28 PM (14 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • OfficialTolArchiveNetworkBysPrior

    v3 v4  
    1616an unconstrainined normal.
    1717
    18 In order to be estimated with NonLinGloOpt (max-likelihood) and BysSampler
     18In order to be estimated with [wiki:OfficialTolArchiveNetworkNonLinGloOpt NonLinGloOpt]
     19(max-likelihood) and [wiki:OfficialTolArchiveNetworkBysSampler  BysSampler ]
    1920(Bayesian sampler), each prior must define methods to calculate the logarithm
    2021of the likelihood (except an additive constant), its gradient and its hessian,
     
    3738
    3839=== Domain prior ===
    39 The easiest way, but one of the most important, to define non informative
    40 prior information is to stablish a domain interval for one or more variables.
     40The easiest way, but one of the most important, to define a non informative
     41prior, is to stablish a domain interval for one or more variables.
    4142
    4243In this cases, you mustn't to define the log-logarithm nor the constraining
     
    4647[[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 )]]
    4748
     49If both lower and upper bounds are non finite, then we call it the neutral
     50prior, that is equivalent to don't define any prior.
     51
    4852=== Polytope prior ===
    49 A polytope is defined by a system of arbitrary linear inequalities [[BR]]
     53A polytope prior is defined by a system of compatible linear inequalities [[BR]]
    5054
    5155[[LatexEquation( A\beta\leq a\wedge A\in\mathbb{R}^{r\times n}\wedge a\in\mathbb{R}^{r} )]]
     
    5660
    5761We can implement this type of prior by means of a set of [[LatexEquation( r )]]
    58 inequations but, since NonLinGloOpt doesn't have any special behaviour for linear
    59 inequations, it could be an inefficient implementation.
    60 
    61 However we can define just one non linear inequation that is equivalent to the
    62 full set of linear inequations. If we define
     62inequations but, since [wiki:OfficialTolArchiveNetworkNonLinGloOpt NonLinGloOpt]
     63doesn't have any special behaviour for linear inequations, it could be an
     64inefficient implementation. However we can define just one non linear inequation
     65that is equivalent to the full set of linear inequations. If we define
    6366
    6467[[LatexEquation( d\left(\beta\right)=A\beta-a=\left(d_{k}\left(\beta\right)\right)_{k=1\ldots r} )]]