Re: Generalised bisection
From: Steven Tweed <hidden>
Date: 2016-06-15 22:46:23
On Thu, Mar 12, 2009 at 10:55 AM, Johannes Schindelin [off-list ref] wrote:
On Thu, 12 Mar 2009, John Tapsell wrote:quoted
2009/3/11 Ealdwulf Wuffinga [off-list ref]:quoted
What I use is the multiprecision floating point number class. doubles don't seem to be long enough.Hmm, really really? Sometimes this sort of thing can be fixed by just readjusting the formulas. What formulas are you using that require more precision than doubles?Maybe you could post the formulae instead of forcing people to deduct them from the source code?
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.) cheers, dave tweed