facebook / facebook/prophet

Role of prior scales when not using Stan?

Open
#2,212 0 comments 0 reactions 0 assignees View on GitHub
question
Dominant language
Python
Stars
20.4k
Forks
4.6k
Avg merge
19h 52m
Merged PRs (30d)
1

Description

In a Bayesian paradigm, it is possible to use prior distributions and explicitly define their parameters. And we use Stan's MCMC sampling methodology for finding the posterior distributions of parameters given data. This is clear to me. But it is less clear how Newton method make use of the prior scale parameters that are given as parameters. How do they play a role in the optimization when the fitting falls back to Newton-based methods, or when algorithm is directly set to Newton? Thx.

Contributor guide

Open the contributing guide

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.