All Questions
5
questions with no upvoted or accepted answers
8
votes
0
answers
302
views
Time evolution of a Bayesian posterior
I have a question regarding the time evolution of a quantity related to a Bayesian posterior.
Suppose we have binary parameter space $\{ s_1, s_2 \}$ with prior $(p, 1-p)$,
The data generating ...
- 3,348
2
votes
1
answer
88
views
Regarding the bayes rule derivation of posterior distribution, $p(\omega|x,y),$ for a given dataset $D$ over $\omega.$
So I was going through this paper and under Uncertainty modeling it says
So I tried deriving it on my own and I got
$p(\omega | X, Y) = \frac{p(Y | X, \omega) \cdot p(X,\omega)}{p(Y | X) \cdot P(X)}$
...
- 138
2
votes
0
answers
186
views
When does this prior dominate likelihood?
This is a simple Bayesian inference problem, where we are trying to infer some weight parameter $w$. Our posterior distribution is
$$ P\propto \exp\left(-\frac{1}{\sigma^2} w^Tw\right) \exp\left(-f(w)\...
- 281
2
votes
0
answers
161
views
How does Bayes' rule on two exponentials suggest a sigmoid?
In Platt's 1999 paper on turning support vector machine output into a probabilistic score, he says
Bayes rule on two exponentials suggests using a parametric form of a sigmoid
where he cites this ...
- 141
1
vote
0
answers
394
views
Why logit transformed binomial proportion is approximately normal?
What is the argument to prove asymptotic normality of logit transformed of binomial proportion which follows Beta distribution?
$\theta$ has beta prior and model $y|\theta$ follows $Binom(\theta,n)$. ...
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