setu.analytical_log_ratio

setu.analytical_log_ratio(x, theta, prior_mean, prior_cov, shift, likelihood_cov)

Compute analytical log ratio log r(x, theta) = log p(x|theta) - log p(x).

Parameters:

• x (Array) – Observation (dim,)

• theta (Array) – Parameter (dim,)

• prior_mean (Array) – Prior mean (dim,)

• prior_cov (Array) – Prior covariance (dim, dim)

• shift (Array) – Mean shift (dim,)

• likelihood_cov (Array) – Likelihood covariance (dim, dim)

Return type:

Array

Returns:

Log ratio (scalar)