2
$\begingroup$

I have this confusion related to how to select priors for a logistic regression

By Bayes theorem

$P(\theta|D) = \frac{P(D|\theta)P(\theta)}{P(D)}$.

Now my likelihood $P(D|\theta)$ is given by logistic function:

$P(y=1|x) = \frac{1}{1+e^{-\theta'x}}$.

I was thinking what sort of priors I can use for $P(\theta)$. Can I use gamma distribution for $P(\theta)$.

Will that help me to calculate:

$$\int P(\theta)P(D|\theta) d\theta$$

$\endgroup$
1

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.