(132) |
(133) |
Poisson | (134) | ||
Poisson | (135) | ||
(136) | |||
(137) | |||
(138) | |||
(139) | |||
(140) |
The priors which are easier to choose are those of , if their values are `well measured', that is if are small enough. We can then confidently use flat priors, as done e.g. for the `unobserved' of Fig. 1 in Ref. [43].
Also the priors about can be chosen quite vague, paying however some care in order to forbid negative values of . Incidentally, having mentioned the simple case of linear dependence, an important sub-case is when is assumed to be null: the remaining prior on becomes indeed the prior on , and the inference of corresponds to the inferred value of having taken into account several instances of and - this is indeed the question of the `combination of values of ' on which we shall comment a bit more in detail in the sequel.
As far as the priors of the rates are concerned, one could think, a bit naively, that the choice of independent flat priors for could be a reasonable choice. But we need to understand the physical model underlying this choice. In fact, most likely, as the ratio might depends on , the same could be true for , but perhaps with a completely different functional dependence. For example and could have a strong dependence on , e.g. they could decrease exponentially, but, nevertheless, their ratio could be independent of , or, at most, could just exhibit a small linear dependence. Therefore we have to add this possibility into the model, which then becomes as in Fig. ,
(141) |
At this point, any further consideration goes beyond the rather general purpose of this paper, because we should enter into details that strongly depend on the physical case. We hope that the reader could at least appreciate the level of awareness that these graphical models provide. The existence of computing tools in which the models can be implemented makes then nowadays possible what decades ago was not even imaginable.