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Results tagged with kullback-leibler
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user 35826
An asymmetric measure of distance (or dissimilarity) between probability distributions. It might be interpreted as the expected value of the log likelihood ratio under the alternative hypothesis.
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Formal statistical test for comparing likelihood distributions obtained via MCMC
I am trying to formally compare the distribution of the likelihood values generated using two different models with marginal posterior values of the parameters obtained using MCMC in order to assess …
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