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There are cases where variable sign may cause symmetries in the posterior distribution, but the prior is still usefull in the context
So far
sigma, beta = pmx.distributions.R2D2M2CP(
"beta",
1,
inputs.std(),
dims="vars",
r2=0.6,
r2_std=0.1,
positive_probs=[1, 0.7],
variables_importance=[20, 10],
centered=True,
)
Will fail because nan
will be resulted due to positive_probs[0] = 1
In this case I think it does make sense to use another distribution for the prior. The immediate choice is the Truncated normal distibuton with mean ans sigma calculated at p=0.99
.
Additionally, in case positive_probs_std is provided, std=0
would be required for the entry
Any other thoughts on this?
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