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 ( ... Variance of Bayesian posterior - Cross Validated general rules of the variance of the posterior distribution Другие результаты с сайта stats.stackexchange.com

Posterior variance is a measure of the uncertainty of an unknown parameter after observing data, derived from the posterior distribution in Bayesian statistics.

Posterior variance of θ is, on average, less than prior variance of θ. Page 18. Remark: Adding more data is very convenient in Bayesian frame- work ...

The posterior probability is a type of conditional probability that results from updating the prior probability with information summarized by the ...

17 окт. 2024 г. · It's a measure of "spread" of the posterior distribution, ie how wide a range of values are plausible under the posterior distribution.

For example, it is shown that the posterior mean of ,u is a weighted average of the prior mean and the sample mean with weights inversely proportional to the ...

7 сент. 2023 г. · When the posterior distribution of a variance component is far away from zero and is symmetric, then the mean, median and mode are approximately ...

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe ...

We propose a decomposition of posterior variance somewhat in the spirit of an ANOVA decomposition. Terms in this decomposition come in pairs.