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- Timestamp:
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Dec 25, 2010, 11:41:12 PM (15 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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| 26 | 26 | but this an admisible restricion in almost all cases. |
| 27 | 27 | |
| 28 | | == Non informative priors == |
| | 28 | == Deterministic priors == |
| | 29 | |
| | 30 | Very often it is possible to know that a variable should be in a certain range |
| | 31 | or belonging to a particular region of space. This kind of deterministic knowledge |
| | 32 | can be expressed as a constrained uniform distribution. |
| 29 | 33 | |
| 30 | 34 | Let [[LatexEquation( \beta )]] a uniform random variable in a region |
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| 41 | 45 | prior, is to stablish a domain interval for one or more variables. |
| 42 | 46 | |
| 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 | |
| | 49 | In this cases, you mustn't to define the log-likelihood nor the constraining |
| 44 | 50 | inequation functions, but simply it's needed to fix the lower and upper |
| 45 | 51 | bounds:[[BR]][[BR]] |
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| 50 | 56 | prior, that is equivalent to don't define any prior. |
| 51 | 57 | |
| | 58 | If all lower and upper bounds are finite, then the fesasible region is an |
| | 59 | hyperrectangle. |
| | 60 | |
| | 61 | |
| 52 | 62 | === Polytope prior === |
| 53 | 63 | A polytope prior is defined by a system of compatible linear inequalities [[BR]] |
| 54 | 64 | |
| 55 | 65 | [[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 | |
| 56 | 69 | |
| 57 | 70 | An special and common case of polytope region is the defined by order relations like |
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| 88 | 101 | [[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} )]] |
| 89 | 102 | |
| 90 | | == Multinormal prior == |
| | 103 | == Random priors == |
| | 104 | |
| | 105 | When you have a vague idea of where it could be a variable, it is possible to express |
| | 106 | by a probability distribution consistent with that knowledge. |
| | 107 | |
| | 108 | === Multinormal prior === |
| 91 | 109 | |
| 92 | 110 | When we know that a single variable should fall symmetrically close to a known value |
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| 113 | 131 | [[LatexEquation( \left(\frac{\partial^{2}L\left(\beta\right)}{\partial\beta_{i}\partial\beta_{j}}\right)_{i,j=1\ldots n}=-\Sigma^{-1} )]] |
| 114 | 132 | |
| 115 | | |
| 116 | | == Inverse chi-square prior == |
| 117 | | |
| 118 | 133 | |
| 119 | 134 | == Transformed prior == |
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| 153 | 168 | |
| 154 | 169 | |
| 155 | | |