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  1. MATH-probability

Conjugate prior

PreviousMaximum entropy probability distributionNextGaussian Process

Last updated 5 years ago

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求一个概率分布的参数，但对于参数估计，有两种观点：

  • 频率学派：通过某些优化准则（比如似然函数）来选择特定参数值

  • bayes学派：假定参数服从一个先验分布，通过观测到的数据，使用贝叶斯理论计算对应的后验分布。先验和后验的选择满足共轭，这些分布都是指数簇分布的例子。

所以bayes方法比极大似然估计多个先验概率。

Conjugate prior