posterior_stats

Compute information-theoretic metrics on posterior parameter distribution

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

kl_divergence

Calculate the Kullback-Leibler Divergence between prior and posterior

Optional

mutual_info

Calculate the mutual information between prior and posterior

Optional

kde

Calculate the Kernel Density Estimate of the posterior distribution

Description