RE: treatment of BQL
Date: Tue, 05 Oct 1999 16:51:26 +0100
From: James <J.G.Wright@ncl.ac.uk>
Subject: RE: treatment of BQL
Dear Leonid,
This is not a variational problem. BQL observations are not constraints on your predictions. They are observed values and poorly determined ones at that. Acknowledge uncertainty or suffer the consequences.
The discontinuities in your likelihood treat BQL observations almost as if they were constraints. I suggested setting BQLs to QL to limit this effect. I don't think this is a good idea either. In my opinion Lew's suggestion will work in many practical situations where BQLs represent a limited proportion of the data. What this proportion is I don't know, but its probably pretty high especially if the BQLs aren't inconsistent with the other data.
And finally, you cannot resolve any theoretical problem with simulations. They are useful to help you gain insight. They are assumption and case-specific.
James