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A distribution is a mathematical description of probabilities or frequencies.

4 votes
1 answer
178 views

Logistic transform of multivariate zero-mean Gaussian

Consider a multivariate logistic-normal variable $z \sim \mathcal {LN}(\mu,{\Sigma})$, where ${\Sigma}$ is and $n$-by-$n$ positive definite matrix. I mean, for $x = (x_1,\ldots,x_n)\sim \mathcal N(\mu …
dohmatob's user avatar
  • 538
5 votes
1 answer
225 views

What prior would lead to $\ell_\infty$ regularization of model weights?

Gaussian prior on weights of a GLM lead to Ridge / $\ell_2$ squared regularization. Laplace prior leads to $\ell_1$ regularization Question What prior would lead to $\ell_\infty$ regularization ?
dohmatob's user avatar
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