Re:Herbie: Automatically Improving Floating Point Accuracy
by contravariant on Thursday August 06, 2020 @07:06PM
(#24076354)
If your p-values are approaching machine precision then you don't need better floating point precision you need to be using the log-likelihood (admittedly for gaussian samples this is the variance which requires some careful handling).
Also if your p-values are approaching machine precision, then maybe p-values aren't the most meaningful metric.
Also if your p-values are approaching machine precision, then maybe p-values aren't the most meaningful metric.