Recent content by tbishop
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Graduate Inverse gamma distribution & simulated annealing problem
I'm not referring to this normal type of "scaling", I'm referring to raising the whole distribution to a power 1/T which effectively "broadens" the distribution. In the case of a Gaussian, the effect is indeed simply to increase the variance. The reason I want to do this is to increase...- tbishop
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- Forum: Set Theory, Logic, Probability, Statistics
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Graduate Inverse gamma distribution & simulated annealing problem
I've hit a problem trying to sample an inverse gamma distribution, 'scaled' using a temperature variable, T. If my distribution is defined as (where the normalising constant k=(b^a)/Gamma(a) ): IG(x|a,b) = k * x^(-a-1) * exp(-b/x) then the scaled version is (IG(x|a,b))^(1/T) = k^(1/T) *...- tbishop
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- Distribution Gamma Inverse
- Replies: 2
- Forum: Set Theory, Logic, Probability, Statistics