Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Improve stability of MixtureDistribution by using log-sum-exp trick #13

Open
ibab opened this issue Jan 26, 2016 · 0 comments
Open

Improve stability of MixtureDistribution by using log-sum-exp trick #13

ibab opened this issue Jan 26, 2016 · 0 comments

Comments

@ibab
Copy link

ibab commented Jan 26, 2016

It would be nice to avoid over/underflow problems by using the log-sum-exp trick (https://en.wikipedia.org/wiki/LogSumExp) when summing up the mixture components.
Not sure how much of a problem this would be in practice (especially when using doubles), but it's generally a good idea.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

2 participants