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Analytical solutions and some associated utility functions for computing Maximal Updated Density (MUD) parameter estimates for Data-Consistent Inversion.


Maximal Updated Density Points are the values which maximize an updated density, analogous to how a MAP (Maximum A-Posteriori) point maximizes a posterior density from Bayesian inversion. Updated densities differ from posteriors in that they are the solution to a different problem which seeks to match the push-forward of the updated density to a specified observed distribution.