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find_constrained_prior goal is to find optimal parameters to get given mass between lower and upper bounds. As stated this has an undefined solution as in principle we could find infinite intervals (and thus parameters) with that property. For instance, all the distribution in the following figure has the same mass between the blue dots. PreliZ's maxent introduces one more restriction, the distribution has to be the one with maximum entropy (given the restrictions). The blue curve in the figure.
Additionally, find_constrained_prior asks the user for an initial guess, the maxent function from PreliZ automatically computes an initial guess given the provided information, so user has one less parameter to define.
The text was updated successfully, but these errors were encountered:
Description
find_constrained_prior
goal is to find optimal parameters to get givenmass
betweenlower
andupper
bounds. As stated this has an undefined solution as in principle we could find infinite intervals (and thus parameters) with that property. For instance, all the distribution in the following figure has the same mass between the blue dots. PreliZ's maxent introduces one more restriction, the distribution has to be the one with maximum entropy (given the restrictions). The blue curve in the figure.Additionally,
find_constrained_prior
asks the user for an initial guess, the maxent function from PreliZ automatically computes an initial guess given the provided information, so user has one less parameter to define.The text was updated successfully, but these errors were encountered: