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.

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 ...

8 февр. 2023 г. · The recommendation for an Inverse Gamma prior on variance parameters uses the shape/scale parameterization. But take care with the invgamma package which seems ...

10 мар. 2011 г. · Background. One of the most commonly used weak prior on variance is the inverse-gamma with parameters α=0.001,β=0.001 (Gelman 2006). However, ...

3 нояб. 2016 г. · The only way to determine whether the prior is diffuse is to check the extent to which the prior imposes impacts on posterior.

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 ...

22 окт. 2022 г. · In the Bayesian analysis, sometimes we can see that InverseGamma and LogNormal distributions are used as prior for variance or covariance matrix ...

13 авг. 2020 г. · The mean of the Gamma distribution is α/β, while the mean of the Inverse Gamma is β/(α−1). Similarly, the mode of the Gamma is (α−1)/ ...

7 авг. 2012 г. · The prior mean of σ−2 is α/β and the variance is α/β2, so if α=β and the value is very small, the prior carries very little information about σ− ...

25 сент. 2023 г. · Typically, distributions with fat tails, such as the inverse Gamma or the half-Cauchy are used as prior distributions for the variance parameters.