There are some problems about the inverse Gaussian process. When I estimate the parameters of an oil leakage process as an inverse Gaussian process, that is, the leakage increment obeys the inverse Gaussian distribution, with pm.Model() as model: w = pm.Uniform('w', lower=0, upper=100) k = …

Looks like you are hitting numerical precision issues, possibly due to an extreme combination of data and/or parameters. Can you narrow down which value(s) from your observations leads to an underflow of -inf for the likelihood?

There are some problems about the inverse Gaussian (Wald distribution)

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J.Cui June 20, 2021, 3:26pm 4

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There are some problems about the inverse Gaussian (Wald distribution)

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