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Hierarchical Bayesian models specify priors on parameters and hyperpriors on the parameters of the prior distributions

4 votes
0 answers
333 views

Graphical model of the Gaussian mixture: where is n?

TL;DR: Where are the occupation numbers in the Graphical model of the GMM? I am implementing a Finite (to be adapted to infinite later) Gaussian Mixture Model. I am using the Gibbs sampler-ready form …
Lucidnonsense's user avatar
2 votes
1 answer
208 views

Estimate covariance given noisy data and the mean

Basically, I'm inferring the parameters of a Gaussian, $\mu$ and $\Sigma$ given observed data $y_i$ that have uncertainties $\sigma^2_i$ associated with them. 1D example: Prior I intend to use th …
Lucidnonsense's user avatar