Re: Generalised bisection
On Thu, Mar 12, 2009 at 6:02 PM, Steven Tweed <orthochronous@gmail.com> wrote:
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> I haven't even looked at the source code so a description of the
> mathematical algorithm would help, but I'll just point out that
> underflow (in the case of working with probabilities) and overflow
> (when working with their negated logarithms) is inherent in most
> multi-step Bayesian algorithms. The only solution is to rescale things
> as you go so that things stay in a "computable" range. (You're almost
> never interested in absolute probabilities anyway but rather relative
> probabilities or, in extreme cases, just the biggest probability, so
> rescaling isn't losing any useful information.)
Hmm, I'll have to think about that one.
Ealdwulf