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asherbender / bayesian-linear-model

Bayesian Linear Model
Apache License 2.0
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positive log likelihood #1

Open svicario opened 5 years ago

svicario commented 5 years ago

I started to play with you very nice library and I was surprised by to get a positive log likelihood

I used as basis an harmonic model with 3 sin and cos pairs to model a timeseries, while I left the uninformative prior. How it is possible to get positive loglike?

glandfried commented 10 months ago

Maybe because the marginal likelihood p(Data|Model), or just the likelihood p(Data|Hypothesis, Model), is not a probability, it is a density that can be greater than 1.