[Scipy-tickets] [SciPy] #437: Implements the logsumexp trick

SciPy scipy-tickets@scipy....
Tue Jun 5 03:16:13 CDT 2007


#437: Implements the logsumexp trick
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 Reporter:  cdavid  |       Owner:  cdavid                                
     Type:  task    |      Status:  new                                   
 Priority:  high    |   Milestone:  pymachine: cleaning existing toolboxes
Component:  pyem    |     Version:                                        
 Severity:  normal  |    Keywords:                                        
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 Because likelihood may take really low values, this can lead to numerical
 instabilities. One trick is to use loglikelihood instead: when likelihood
 are added, this cannot be done in the log domain directly, and the
 logsumexp trick is a trick to avoid precision loss when likelihood values
 need to be added.

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Ticket URL: <http://projects.scipy.org/scipy/scipy/ticket/437>
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