Can I read Gaussian Conjugate Prior Overview on EtoBox?

Gaussian Conjugate Prior Overview by Hirdesh Kumar is a document available to read on EtoBox.

What is Gaussian Conjugate Prior Overview about?

The document provides notes on using the multivariate Gaussian distribution in a Bayesian setting, focusing on the conjugate prior. It summarizes that: 1) The conjugate prior of the multivariate Gaussian is a Gaussian distribution over the mean μ and a Wishart distribution over the precision matrix Λ. 2) Performing Bayesian updates given new evidence simply adds the new samples to the prior parameters. 3) Integrating out the Gaussian parameters yields a Student

Author

Hirdesh Kumar

Language

EN