Bayesian Inference for the Multivariate Normal
نویسنده
چکیده
Bayesian inference for the multivariate Normal is most simply instantiated using a Normal-Wishart prior over the mean and covariance. Predictive densities then correspond to multivariate T distributions, and the moments from the marginal densities are provided analytically or via Monte-Carlo sampling. We show how this textbook approach is applied to a simple two-dimensional example.
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تاریخ انتشار 2014