Slide 30
Slide 30 text
Gaussian model
• Add priors:
FNBJOT BMNPTU QFSGFDUMZ OPSNBM *O TVDI DBTFT
JJE SFNBJOT QFSGFDUMZ
PSJOH UIF DPSSFMBUJPOT
UIF NPEFM
XFSF HPJOH UP OFFE TPNF QSJPST ćF QBSBNFUFST UP
CPUI µ BOE σ
TP XF OFFE B QSJPS 1S(µ, σ)
UIF KPJOU QSJPS QSPC
SBNFUFST *O NPTU DBTFT
QSJPST BSF TQFDJĕFE JOEFQFOEFOUMZ GPS
XIJDI BNPVOUT UP BTTVNJOH 1S(µ, σ) = 1S(µ) 1S(σ) ćFO XF
IJ ∼ /PSNBM(µ, σ) >OLNHOLKRRG@
µ ∼ /PSNBM(, ) >µ SULRU@
σ ∼ 6OJGPSN(, ) >σ SULRU@
SJHIU BSF OPU QBSU PG UIF NPEFM
CVU JOTUFBE KVTU OPUFT UP IFMQ ZPV
QVSQPTF PG FBDI MJOF ćF QSJPS GPS µ JT B CSPBE (BVTTJBO QSJPS
DN
XJUI PG QSPCBCJMJUZ CFUXFFO ±
PE JEFB UP QMPU ZPVS QSJPST
TP ZPV IBWF B TFOTF PG UIF BTTVNQUJPO
IF NPEFM *O UIJT DBTF
100 140 180
0.00 0.02 0.04
mu
dnorm(x, 156, 10)
0 20 40 60 80
0.000 0.010 0.020
sigma
dunif(x, 0, 50)