jeudi 15 mai 2014

Defining a multi-dimensional Gaussian likelihood for pyMC


Vote count:

0




I just started using pymc and I would like to know how I can sample with pyMC a likelihood for multi-dimensional Gaussian? For example:


enter image description here


Where enter image description here is a vector of all parameters of a model (enter image description here) which I would like to compute their posteriors of each elements of the vector and enter image description here is the observation of the i-th object. While enter image description here is the covariance between the parameters of the model.



asked 1 min ago

Dalek

108





Publié par à

Aucun commentaire:

Enregistrer un commentaire

Inscription à : Publier les commentaires (Atom)