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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.
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 …
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 …
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 …
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 …
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. …
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 …
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 …
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 …
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 …
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 …
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 $f$, …