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8 votes
2 answers
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Subtracting very small probabilities - How to compute? [duplicate]

This question is an extension of a related question about adding small probabilities. Suppose you have log-probabilities $\ell_1 \geqslant \ell_2$, where the corresponding probabilities $\exp(\ell_1)$...
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3 votes
1 answer
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Vectorised computation of logsumexp

In this related post there is an explanation of how you can add together two very small probabilities using the logsumexp function, and how this can be programmed into base ...
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4 votes
1 answer
1k views

Adding very small probabilities—How to compute?

In some problems, probabilities are so small that they are best represented in computational facilities as log-probabilities. Computational problems can arise when you try to add these small ...
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