Likelihood by Reference
A Bayesian Reference problem is for data that originate from a computational model \(f\):
The distribution of noise \(\epsilon\) defines the likelihood model of the data. You can choose between three types of noise likelihood models: Normal, Negative Binomial and Positive Normal.
The following likelihood functions are available in Korali:
Normal
where \(\mu\) is the mean and \(\sigma\) is the Standard Deviation.
Positive Normal
The Normal likelihood truncated at 0.
StudentT
where \(n\) is refered to as Degrees Of Freedom.
Positive StudentT
The StudentT likelihood truncated at 0.
Poisson
where \(\lambda\) is the mean.
Negative Binomial
where \(p\) is the success probability and \(r\) is the dispersion parameter.
Usage
e["Problem"]["Type"] = "Bayesian/Reference"
Variable-Specific Settings
These are settings required by this module that are added to each of the experiment’s variables when this module is selected.
- Prior Distribution
Usage: e[“Variables”][index][“Prior Distribution”] = string
Description: Indicates the name of the distribution to use as prior distribution.
- Distribution Index
Usage: e[“Variables”][index][“Distribution Index”] = unsigned integer
Description: Stores the the index number of the selected prior distribution.
- Name
Usage: e[“Variables”][index][“Name”] = string
Description: Defines the name of the variable.
Configuration
These are settings required by this module.
- Computational Model
Usage: e[“Problem”][“Computational Model”] = Computational Model
Description: Stores the computational model. It should the evaluation of the model at the given reference data points.
- Reference Data
Usage: e[“Problem”][“Reference Data”] = List of real number
Description: Reference data required to calculate likelihood. Model evaluations are compared against these data.
- Likelihood Model
Usage: e[“Problem”][“Likelihood Model”] = string
Description: Specifies the likelihood model to approximate the reference data to.
Options:
“Normal”: The user specifies the mean and the standard deviation of the normal likelihood.
“Positive Normal”: The user specifies the mean and the standard deviations of the truncated normal on [0,infty]
“StudentT”: The user specifies the degrees of freedom (>0) of the Student’s t-distribution.
“Positive StudentT”: The user specifies the degrees of freedom (>0) of the half Student’s t-distribution.
“Poisson”: The user specifies the mean (>0) of the Poisson distribution.
“Geometric”: The user specifies the inverse mean (>0) of the Geometric distribution.
“Negative Binomial”: The user specifies the mean and the dispersion parameter of the Negative Binomial distribution.
Variable Defaults
These following configuration will be assigned to each of the experiment variables by default. Any settings defined by the user will override the given settings specified in these defaults.
{ "Distribution Index": 0 }