8 февр. 2023 г. · The inverse gamma is a conjugate prior for σ2 in typical Gaussian-data models. The underlying idea is to have a convenient proper-prior ...

18 сент. 2017 г. · The conjugate prior for the shape parameter for the gamma and inverse gamma are essentially of the same form, so you may have better luck ...

7 мар. 2021 г. · and we use the Normal-inverse-Gamma as prior p(μ,σ2)=N(μ|μ0,σ2V0)IG(σ2|α0,b0)=1√2πV0bα00Γ(α0)1σ(σ2)−α0−1exp(−12σ2[V−10(μ−μ0)2+2b0]).

12 июн. 2018 г. · The inverse gamma distribution is a conjugate prior of a normal distribution motivates the use of the inverse gamma as a prior.

3 апр. 2017 г. · I'm trying to get the closed-form posterior from an inverse gamma prior and a likelihood based on a multivariate normal distribution expecting to get inverse ...

23 окт. 2016 г. · My goal is to find the parameters of a conjugate prior (to then find the probability that the average machinery lifetime exceeds some value, through the ...

16 июл. 2021 г. · why Gamma inverse is the conjugate prior of normal distribution? ... In the simplest case, if one put ˆβ=0,. then the equality does not satisfied ...

16 мар. 2022 г. · In practice the inverse gamma priors suggest that we expect the school effects αj shrink towards 0 even before looking at the data. In other ...

13 окт. 2021 г. · Gamma distribution is indeed a conjugate prior for an exponential likelihood, because they share the same kernel for the parameter θ.

13 нояб. 2013 г. · I'm trying to get the closed-form posterior from an inverse gamma prior and a likelihood based on a multivariate normal distribution.