https://github.com/emanuelhuber/blp
Bayesian Learning Potential
https://github.com/emanuelhuber/blp
Last synced: 3 months ago
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Bayesian Learning Potential
- Host: GitHub
- URL: https://github.com/emanuelhuber/blp
- Owner: emanuelhuber
- Created: 2019-12-18T15:29:24.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2022-06-02T09:51:34.000Z (almost 3 years ago)
- Last Synced: 2025-01-05T13:10:40.475Z (4 months ago)
- Language: R
- Size: 6.84 KB
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: readme.md
Awesome Lists containing this project
README
# Bayesian Learning Potential
bibliography: http://andrius.velykis.lt/2012/06/master-bibtex-file-git-submodules/
https://gist.github.com/201827a159120cb808ced9d43bc30ac6.git
## Distances
Check:
- https://statistik.econ.kit.edu/download/doc_secure1/3_StochModels.pdf
How do the distances reacts? -> https://www.datadoghq.com/blog/engineering/robust-statistical-distances-for-machine-learning/#cramrvon-mises-distance
http://www.stat.cmu.edu/~larry/=sml/Opt.pdf
### Kolmogorov distance
https://stackoverflow.com/a/54138339
### 1-Wasserstein distance
https://stats.stackexchange.com/a/299391
∫∞x=−∞|F(x)−G(x)|dx,
## Check
http://zevross.com/blog/2017/06/19/tips-and-tricks-for-working-with-images-and-figures-in-r-markdown-documents/
- [ ] Distance between CDF
- [ ] convergence analysis
- [ ] Measure of reliability of the distance (p-value?)
- [ ] Clustering
- [ ] Basic example
- [ ] Hydrogeological example
- [ ] Multi-dimensional CDF - how to do?
## Basic examples
https://www.sciencedirect.com/science/article/pii/S1364815215000237#fd9
### Ishigami–Homma function
(Eq. (4.34) in Saltelli et al. (2008))
y = sin(x1) + a sin(x2)2 + b x34 sin(x1)
where all xi follow a uniform distribution over [-pi, pi], and a = 2 and b = 1.