Add an interface for joint priors.
Only available for the new estimation syntax. Something like:
[alpha, beta].prior(shape=gaussian, mean=Vector, variance=Matrix, ...)
This interface is needed for Dirichlet priors over probabilities.
Only available for the new estimation syntax. Something like:
[alpha, beta].prior(shape=gaussian, mean=Vector, variance=Matrix, ...)
This interface is needed for Dirichlet priors over probabilities.
@stepan-a the syntax above is ok. As for the output, how would you like it stored?
estimation_info.joint_parameter(param1_idx, param2_idx)
having spoken with @stepan-a, this will be more general, allowing for an unlimited number of parameters and, eventually, a function of parameters on which to set the prior.
The output would ideally be stored in a map indexed by arrays, but this is not possible in Matlab. Leading contenders are a table or a cell array, neither of which is ideal. Suggestions are welcome.
30428aeb adds joint prior on a list of parameters.
Still to be done is to add a prior on an expression
39a2dcd7 is a bug fix to the syntax, fixing the bug referenced in #855 (closed)
@stepan-a how do you want the output stored when the prior is on an expression?
added estimation label
removed milestone
unassigned @houtanb
mentioned in issue #1593 (closed)
marked this issue as related to #226