.. oktopus documentation master file, created by sphinx-quickstart on Tue Sep 26 09:14:01 2017. You can adapt this file completely to your liking, but it should at least contain the root `toctree` directive. ====================== Welcome to 🐙 oktopus! ====================== |ci-badge| |cov-badge| .. |ci-badge| image:: https://travis-ci.org/KeplerGO/oktopus.svg?branch=master .. |cov-badge| image:: https://codecov.io/gh/mirca/oktopus/branch/master/graph/badge.svg **oktopus** is all about Bayes' Law: .. math:: \log \underbrace{p(\theta | \mathbf{y})}_\text{posterior} = \log \underbrace{p(\mathbf{y} | \theta)}_\text{likelihood} + \log \underbrace{p(\theta)}_\text{prior} + \overbrace{h(\mathbf{y})}^\text{doesn't depend on $\theta$} In other words: **posterior** information is a combination of **prior** information and the information acquired after observing data (**likelihood**). With that in mind, **oktopus** provides an easy interface to solve problems such as: 1. *Maximum Likelihood Estimator* (MLE): .. math:: \arg \min_{\theta \in \Theta} - \log p(\mathbf{y} | \theta) 2. *Fisher Information Matrix*: .. math:: \mathbb{E}\left[\nabla_\theta\log p(\mathbf{y} | \theta)\left[\nabla_\theta\log p(\mathbf{y} | \theta) \right]^{\textrm{T}} \right] 3. *Maximum a Posteriori Probability Estimator* (MAP): .. math:: \arg \min_{\theta \in \Theta} - \log p(\theta | \mathbf{y}) ************* Documentation ************* .. toctree:: :maxdepth: 1 install api/index ipython Indices and tables ================== * :ref:`genindex` * :ref:`modindex` * :ref:`search`