Conjugate Prior

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2023 Mar 28 2:10
Editor
Edited
Edited
2024 Nov 27 16:31

Conjugate Distribution, Conjugate Relation

In calculating the posterior probability, when the posterior probability belongs to the same distribution family as the prior probability distribution with likelihood, that prior probability distribution is called a Conjugate Prior. By using a conjugate prior distribution, the posterior probability can be calculated by updating the hyperparameters of the prior probability distribution, making the calculation simple.
Unlike cases where prior distributions cannot be used and numerical integration is necessary, analytical integration is possible. As a result, complex formulas can be handled simply.
Assuming the same distribution, the evidence is the probability of observing the data under given conditions, which can be expressed as a constant.

Marginalization
over parameters

The product becomes a constant times a distribution (prior + posterior) → Integral becomes easy
 
 
 
 
 

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