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Bayesian inference sandbox in C
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README.md

bayes

Bayesian inference sandbox in C

u know wat it is

make bayes && ./bayes

Basically, we're adding data points to an array of fixed length. Each time we add a data point we update the mu and kappa of our gamma-normal distribution. At the end (after loading all the data) we print out the final mu our model has converged on.

You can experiment adding many data points that are close together, then a few outliers, to see how/to what extent the gamma-normal is resilient to rogue data.

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