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Deprecate find_constrained_prior in favor of PreliZ's maxent function #7456

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aloctavodia opened this issue Aug 13, 2024 · 0 comments · Fixed by #7458
Closed

Deprecate find_constrained_prior in favor of PreliZ's maxent function #7456

aloctavodia opened this issue Aug 13, 2024 · 0 comments · Fixed by #7458

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@aloctavodia
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Description

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.

beta_bounds

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.

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