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Changes between Version 5 and Version 6 of OfficialTolArchiveNetworkBysPrior


Ignore:
Timestamp:
Dec 25, 2010, 11:41:12 PM (14 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • OfficialTolArchiveNetworkBysPrior

    v5 v6  
    2626but this an admisible restricion in almost all cases.
    2727
    28 == Non informative priors ==
     28== Deterministic priors ==
     29
     30Very often it is possible to know that a variable should be in a certain range
     31or belonging to a particular region of space. This kind of deterministic knowledge
     32can be expressed as a constrained uniform distribution.
    2933
    3034Let [[LatexEquation( \beta )]] a uniform random variable in a region
     
    4145prior, is to stablish a domain interval for one or more variables.
    4246
    43 In this cases, you mustn't to define the log-logarithm nor the constraining
     47|| ''bounded region''[[BR]][[Image(source:/tolp/OfficialTolArchiveNetwork/BysPrior/doc/image000.png)]] || ''unbounded region''[[BR]][[Image(source:/tolp/OfficialTolArchiveNetwork/BysPrior/doc/image001.png)]] ||
     48
     49In this cases, you mustn't to define the log-likelihood nor the constraining
    4450inequation functions, but simply it's needed to fix the lower and upper
    4551bounds:[[BR]][[BR]]
     
    5056prior, that is equivalent to don't define any prior.
    5157
     58If all lower and upper bounds are finite, then the fesasible region is an
     59hyperrectangle.
     60
     61
    5262=== Polytope prior ===
    5363A polytope prior is defined by a system of compatible linear inequalities [[BR]]
    5464
    5565[[LatexEquation( A\beta\leq a\wedge A\in\mathbb{R}^{r\times n}\wedge a\in\mathbb{R}^{r} )]]
     66
     67|| ''bounded region''[[BR]][[Image(source:/tolp/OfficialTolArchiveNetwork/BysPrior/doc/image003.png)]] || ''unbounded region''[[BR]][[Image(source:/tolp/OfficialTolArchiveNetwork/BysPrior/doc/image002.png)]] ||
     68
    5669
    5770An special and common case of polytope region is the defined by order relations like
     
    88101[[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} )]]
    89102
    90 == Multinormal prior ==
     103== Random priors ==
     104
     105When you have a vague idea of where it could be a variable, it is possible to express
     106by a probability distribution consistent with that knowledge.
     107
     108=== Multinormal prior ===
    91109
    92110When we know that a single variable should fall symmetrically close to a known value
     
    113131 [[LatexEquation( \left(\frac{\partial^{2}L\left(\beta\right)}{\partial\beta_{i}\partial\beta_{j}}\right)_{i,j=1\ldots n}=-\Sigma^{-1} )]]
    114132 
    115  
    116 == Inverse chi-square prior ==
    117 
    118133
    119134== Transformed prior ==
     
    153168
    154169
    155