18 сент. 2019 г. · For example, if the posterior variance is much smaller than the variance of the posterior mean, coverage of the credible intervals may be poor ( ...

16 окт. 2020 г. · Is there any general rules that quantify the variance of the posterior vs the variance of the prior and variance of likelihood?

9 сент. 2017 г. · I obtain the following posterior distribution: p ∝1σkexp 1σ)N+2exp Using Cholesky decomposition I arrive with the following re-arrangement: ...

27 мар. 2016 г. · I understand that the posterior over μ will be a normal with some mean and variance, i.e., μ∼N(μp,Σp). Can anyone help me derive expressions for ...

16 дек. 2017 г. · It all depends on the loss function. For example posterior mean is the estimator when a quadraric loss function is used and the posterior mode when a 0-1 loss ...

29 мая 2019 г. · Yes. IIRC, the posterior mean should lie between the arithmetic mean of the data and the mean of the prior.

9 мая 2013 г. · The posterior variance is (z+α)(N−z+β)(N+α+β)2(N+α+β+1). Note that a highly informative prior also leads to a smaller variance of the posterior ...

5 февр. 2017 г. · The short answer is that, in expectation, the posterior variance decreases as you get more information, but, depending on the model, in particular cases the ...

18 окт. 2020 г. · Hint: The posterior mean is the expectation of the posterior distribution. A mere look at the Gamma Wikipedia page should enlighten you ...

16 февр. 2023 г. · ... posterior mean = 134.5 and posterior variance = 0.61. My next question is why is the posterior variance so small compared to the prior variance?