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It's surprising that so few people bother to use non-parametric probability distributions. With today's computational resources, there is no need for parametri
by FilosofumRex 1y ago
It's surprising that so few people bother to use non-parametric probability distributions. With today's computational resources, there is no need for parametric closed form models (may be with the exception of Normal for historical reasons), each dataset contains its own distribution.
- klysm 1y agoIt’s easier to do MCMC when the distributions at hand have nice analytic properties so you can take derivatives etc. You should also have a very good understanding of the standards distributions and how they all relate to each other
- hyperbovine 1y agoHow hard is it to estimate that distribution for modern high dimensional data?