CliMA / ParameterEstimocean.jl

🎲 Parameter estimation for Oceananigans using EnsembleKalmanProcesses
https://clima.github.io/ParameterEstimoceanDocumentation/dev/
MIT License
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Alternative normalization for `Normal`ly distributed parameters? #250

Closed glwagner closed 2 years ago

glwagner commented 2 years ago

@adelinehillier, should we subtract the mean and divide by variance? We're doing the converse now (subtracting variance and dividing by mean). It seems dividing by the mean has undesirable effects, like the variance in unconstrained space diverging as the constrained mean approaches zero. For example, we can't have unconstrained parameters with unit normal distributions using this method. But subtracting mean and dividing by variance is always valid, and implies that the unconstrained prior is unit Normal(0, 1).

adelinehillier commented 2 years ago

This is definitely the way it should be!

glwagner commented 2 years ago

Nice! I bumped the version, then I'll merge.