Bayesian Basics Flashcards
1
Q
Formula for posterior
A
posterior ∝ likelihood * prior
2
Q
Formula for prior predictive distribution
A
p(ynew) = ∫(over θ) f(ynew|θ) * π(θ) dθ
3
Q
Formula for posterior predictive distribution
A
p(ynew | yold) = ∫(over θ) f(ynew|θ, yold) * p(θ|yold) dθ