comp.lang.idl-pvwave archive: archive » Re: maximum likelihood fitting with prior

Home » Public Forums » archive » Re: maximum likelihood fitting with prior

Show: Today's Messages :: Show Polls :: Message Navigator
E-mail to friend

Re: maximum likelihood fitting with prior [message #83955]

Tue, 16 April 2013 18:53

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

On Tuesday, April 16, 2013 10:22:08 AM UTC-4, rrya...@gmail.com wrote:
> On Monday, April 15, 2013 4:19:41 PM UTC-4, Craig Markwardt wrote:
>
>> What is the nature of the prior information? If it's simply that you have an a priori parameter value with a priori (gaussian) uncertainty, then that's easy. If you have a covariance matrix, or non-gaussian prior distribution, well then it gets harder.
>
> Grr... That's what I was afraid of. No, the prior not a simple multi-variate Gaussian --- nor can I even approximate it as such. In some cases it's an exponential distribution, and other complex things. I've done a few quick tests to see if using tnmin would work, and I'm going to go larger scale. Maybe you can correct me if I'm way off base.

To be honest, I'm not sure of the best approach. I really don't have experience in this domain. From the sound of it, you are expecting your likelihood function to have multiple minima, which sounds kind of ugly. But sure, give it a try!

Craig

Report message to a moderator

[Message index]

		Re: maximum likelihood fitting with prior By: Craig Markwardt on Tue, 16 April 2013 18:53
		Re: maximum likelihood fitting with prior By: Russell[1] on Tue, 16 April 2013 07:22
		Re: maximum likelihood fitting with prior By: Craig Markwardt on Mon, 15 April 2013 13:19

Previous Topic:	All logical unit currently in use
Next Topic:	how to initialize a projection from its specification?

-=] Back to Top [=-

[ Syndicate this forum (XML) ] [

] [

]

Current Time: Sat Oct 11 08:07:04 PDT 2025

Total time taken to generate the page: 2.15723 seconds