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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 …
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 …