Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 2074

A distribution is a mathematical description of probabilities or frequencies.

1 vote

"independence" in definition of complex Gaussian distribution

It means the random variables are statistically independent.
Tom Minka's user avatar
  • 7,110
4 votes

When sampling distribution and posterior distribution under uniform prior belong to the same...

Here are two examples. $x$ is normally distributed around mean $\theta$. The likelihood for $\theta$ is a normal distribution with mean $x$. $x$ is Gamma distributed with rate $\theta$. The likeli …
Tom Minka's user avatar
  • 7,110
0 votes

How do I estimate P(skill(player1)>skill(player2)) when I know the number of (presumably ind...

Suppose Y=0 with probability $p$ and Y=1 with probability $(1-p)$. Since the distribution of X is known and $P(Y>X)$ is known, you can solve for $p$. Similarly, suppose Z=0 with probability $q$ and …
Tom Minka's user avatar
  • 7,110
23 votes

Does the Bayesian posterior need to be a proper distribution?

The posterior distribution need not be proper even if the prior is proper. For example, suppose $v$ has a Gamma prior with shape 0.25 (which is proper), and we model our datum $x$ as drawn from a Gau …
Tom Minka's user avatar
  • 7,110
2 votes
Accepted

Why are the additional set of parameters in discriminative models necessary(in Minka's 2005 ...

You are right that discriminative models have two sets of parameters. You are also right that in practice only one set of parameters is used. This is not a contradiction. The paper is about having …
Tom Minka's user avatar
  • 7,110
2 votes
Accepted

factorGraph approximations: Splitting variables

Also see my answer to Approximating distributions in expectation propagation. Your question also mentions multidimensional normal distributions. However, those are not fully factorized. …
Tom Minka's user avatar
  • 7,110
5 votes
Accepted

Question about posterior mean calibration

Later in that section, there is an example where the posterior mean using the inferential prior is larger than the posterior mean using the true prior, and this is said to be an example of positive mi …
Tom Minka's user avatar
  • 7,110
1 vote

Bayesian estimation for the distribution of the results of an experiment when the cardinalit...

You can solve this problem with a hierarchical model where the number of colors in the bag is first drawn from a distribution over integers ranging from 1 to infinity (say, a Poisson distribution), th …
Tom Minka's user avatar
  • 7,110
2 votes
Accepted

help with this gradient computation in Expectation Propagation

You need to substitute the particular $t(x)$ that you are trying to approximate, get the formula for $Z$, then take derivatives. See the examples in A family of algorithms for approximate Bayesian in …
Tom Minka's user avatar
  • 7,110
2 votes

Left-censoring in time series data

Let $c(x|y)$ be your censoring function. Then $$ f(x_1,...,x_T) = \int_{y_1} \cdots \int_{y_T} f(y_1,...,y_T) \prod_{i=1}^T c(x_i|y_i) dy_i $$ Note that if any $x_i > 0$ then $c(x_i|y_i)$ forces $y_i …
Tom Minka's user avatar
  • 7,110
0 votes
Accepted

Reparameterization of probability distribution (spike and slab)

It looks like (3) is just a typo. The authors meant to write $$ p(\tilde{w}_{qm},s_{qm}) = \mathcal{N}(\tilde{w}_{qm}|0,\sigma_w²)[\pi^{s_{qm}}(1-\pi)^{1-s_{qm}}] $$ This is evident from later equati …
Tom Minka's user avatar
  • 7,110
10 votes
Accepted

How to sample when you don't know the distribution

I dispute your claim that "In either case, you can't really tell how common or rare billionaires are". Let $f$ be the unknown fraction of billionaires in the population. With a uniform prior on $f$, …
Tom Minka's user avatar
  • 7,110