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Results tagged with matrix-calculus
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user 88857
Matrix calculus deals with the problems of differentiating (possibly matrix-valued) functions of matrices
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Change of Variable technique for two variables?
If,
$\theta_1 = \ln \frac p{1-p}$
$\theta_2 = \ln \frac q{1-q}$
$\theta_2|\theta_1 \sim N(\theta_1, \sigma^2)$ which means
$f(\theta_1,\theta_2) \propto e^{\frac{-(\theta_1-\theta_2)^2}{2\sigm …
- 899