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Probabilistic Inference on Noisy Time Series
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Create GaussianIntegratedLogUniformLogLikelihood #1483

Closed chonlei closed 11 months ago

chonlei commented 11 months ago

Similar to https://pints.readthedocs.io/en/stable/log_likelihoods.html#pints.GaussianIntegratedUniformLogLikelihood, but assume a prior that is uniform in log-transformed space instead of the original parameter space, i.e. p(\sigma) \propto 1 / \sigma, following Eq. (7)-(9) in https://doi.org/10.1093/gji/ggaa168.