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- Timestamp:
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Dec 25, 2010, 6:52:28 PM (14 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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16 | 16 | an unconstrainined normal. |
17 | 17 | |
18 | | In order to be estimated with NonLinGloOpt (max-likelihood) and BysSampler |
| 18 | In order to be estimated with [wiki:OfficialTolArchiveNetworkNonLinGloOpt NonLinGloOpt] |
| 19 | (max-likelihood) and [wiki:OfficialTolArchiveNetworkBysSampler BysSampler ] |
19 | 20 | (Bayesian sampler), each prior must define methods to calculate the logarithm |
20 | 21 | of the likelihood (except an additive constant), its gradient and its hessian, |
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37 | 38 | |
38 | 39 | === 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. |
| 40 | The easiest way, but one of the most important, to define a non informative |
| 41 | prior, is to stablish a domain interval for one or more variables. |
41 | 42 | |
42 | 43 | In this cases, you mustn't to define the log-logarithm nor the constraining |
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46 | 47 | [[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 )]] |
47 | 48 | |
| 49 | If both lower and upper bounds are non finite, then we call it the neutral |
| 50 | prior, that is equivalent to don't define any prior. |
| 51 | |
48 | 52 | === Polytope prior === |
49 | | A polytope is defined by a system of arbitrary linear inequalities [[BR]] |
| 53 | A polytope prior is defined by a system of compatible linear inequalities [[BR]] |
50 | 54 | |
51 | 55 | [[LatexEquation( A\beta\leq a\wedge A\in\mathbb{R}^{r\times n}\wedge a\in\mathbb{R}^{r} )]] |
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56 | 60 | |
57 | 61 | We 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 |
| 62 | inequations but, since [wiki:OfficialTolArchiveNetworkNonLinGloOpt NonLinGloOpt] |
| 63 | doesn't have any special behaviour for linear inequations, it could be an |
| 64 | inefficient implementation. However we can define just one non linear inequation |
| 65 | that is equivalent to the full set of linear inequations. If we define |
63 | 66 | |
64 | 67 | [[LatexEquation( d\left(\beta\right)=A\beta-a=\left(d_{k}\left(\beta\right)\right)_{k=1\ldots r} )]] |