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Bayesian inference is a method of statistical inference that relies on treating the model parameters as random variables and applying Bayes' theorem to deduce subjective probability statements about the parameters or hypotheses, conditional on the observed dataset.
2
votes
Are there any results on the distribution of the posterior mean across data sets?
Asking for the distribution of the mean after repeated experiments in a Bayesian framework is actually not reasonable, as the Bayesian paradigm will result in a posterior distribution for the mean given … The "Bayesian Central Limit Theorem" basically states that under specific circumstances the posterior distribution is approximately a normal distribution. You can read this up here. …
5
votes
Accepted
What is the difference between auxiliary variable and Latent variable?
Basically, an auxiliary variable is a hyper-parameter without any direct interpretation which is introduced for technical/simulation reasons or for the reason of making an analytically intractable dis …