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AmpersandTV / pymc3-hmm

Hidden Markov models in PyMC3
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Horseshoe-like prior #87

Closed xjing76 closed 2 years ago

xjing76 commented 3 years ago

Here is an initial attempt of the horseshoe prior like distribution.

Here I added in two different versions(eq 5 and eq 15) of the horseshoes base on the paper

Still working on the logp of the slash normal distribution.

random distribution samples based on equation 5 image

random distribution base on equation 15 image