Bayesian conjugacy

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2024 Nov 27 16:29
Editor
Edited
Edited
2024 Dec 3 11:15
Refs
Define a recipe resulting in distributions from the same family
Conjugacy refers to when a prior p(θ) and likelihood p(D|θ) pair yields a closed-form posterior p(θ|D). Formally, a prior p(θ) ∈ F is conjugate to likelihood p(D|θ) if the posterior belongs to the same parametric family p(θ|D) ∈ F, meaning F is closed under Bayesian updating.
 
 
 
 
 
 
 
 
 

Recommendations