Gaussian-Gaussian conjugate prior - #43
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| by rewrite mulr_gt0// exprn_even_gt0. | ||
| Qed. | ||
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| Definition mean_post (mu0 : R) sigma0 x sigma : R := |
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Shouldn't this be called stdmean_post? (On the model of stddev_post)
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Here stddev is just short for "standard deviation" (sqrt of the variance).
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Do you have a reference? I would like to double-check my producing a LaTeX formula for the documentation. |
Developed with the assistance of Claude Opus 4.8 and Fable 5 (1M context). Co-authored-by: Reynald Affeldt <reynald.affeldt@aist.go.jp>
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Thanks for the review! |
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I double checked the latex doc, and it looks good to me. It's a specialization of the table formula with only one observation x (n = 1, and the sum over x_i is replaced by a single x). |
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* add Gaussian-Gaussian conjugate prior Developed with the assistance of Claude Opus 4.8 and Fable 5 (1M context). --------- Co-authored-by: Reynald Affeldt <reynald.affeldt@aist.go.jp>
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Developed with the assistance of Claude Opus 4.8 and Fable 5 (1M context).
Motivation for this change
Adds the Gaussian–Gaussian conjugate prior: the posterior of theta given X = x is a Gaussian,
normal_prob (mean_post ..) (stddev_post ..)(Lemmanormal_prob_conjugate).Things done/to do
CHANGELOG_UNRELEASED.md(do not edit former entries, only append new ones, be careful:
merge and rebase have a tendency to mess up
CHANGELOG_UNRELEASED.md)Automatic note to reviewers
Read this Checklist and put a milestone if possible.