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log integrand in BayesModel #13

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johannesgiersdorf opened this issue Feb 21, 2021 · 4 comments
Closed

log integrand in BayesModel #13

johannesgiersdorf opened this issue Feb 21, 2021 · 4 comments

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@johannesgiersdorf
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johannesgiersdorf commented Feb 21, 2021

Using the logarithm of the integrand in the BayesModel provides a more stable way of computing functions regarding the integrand (e.g. logjoint)

johannesgiersdorf added a commit that referenced this issue Feb 22, 2021
using logarithm of the integrand #13
@theogf theogf closed this as completed Feb 22, 2021
@johannesgiersdorf
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Using the logarithm of the integrand only works with positive integrands. My suggestion would be to use a separate model Type for positive Integrand (which works directly with the logarithm of the integrand) for example BayesLogModel and one model that can take any integrand.

@theogf
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theogf commented Feb 25, 2021

But by definition for a BayesModel the integrand needs to be positive!

@johannesgiersdorf
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Right, then we could add a Type Model or something similar for the general case.

@theogf
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theogf commented Feb 25, 2021

Yep! That sounds good! Maybe something like GeneralModel, Model is a bit too "generic"

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