The bayesian tag has no wiki summary.

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### Rate of convergence of Bayesian posterior

Suppose a data generating process (DGP) is parameterized by some unknown parameter $\theta_0$, say $P_{\theta_0}$, and we want to estimate the value of $\theta_0$ using Bayesian method. Let ...

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32 views

### Is it possible to distinguish between to edge orientation while learning a network structure?

I'm considering the case of learning bayesian network structure using a dataset $\mathcal{D}$ with scoring methods :
$$\mathcal{G}^*=\max_{\mathcal{G}}\text{Score}(\mathcal{G}, \mathcal{D})$$
I'm ...

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93 views

### In what sense is the Bayesian posterior mean a “convex combination”?

I asked this on math.stackexchange with no response, I'm hoping someone here might have something.
Suppose I want to estimate $x \in \mathbb{R}^n$ from two signals with zero mean, normally ...

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**2**answers

275 views

### Probability spaces involved in using Bayesian Inference

I am currently reading "Statistical and Inductive Inference by Minimum Message Length" by C.S. Wallace. In this, Wallace gives a fairly informal account of Bayesian Inference which, in the case ...

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61 views

### Simultaneous multiple perturbations in Markov chain Monte Carlo

I'm coding a McMC algorithm for geophysical applications.
Using the Metropolis-Hastings scheme to accept/reject the proposed models is smth that i thought i completely understood, but i don't. To be ...

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**1**answer

66 views

### What is the problem with this model parameter estimation algorithm?

In a statistical model with parameters $\theta$ and unobserved laten variables $Z$, the model likelihood is
$$L(\theta;X)=Pr(X|\theta)=\sum_ZPr(X,Z|\theta)$$
The standard way to estimate $\theta$ ...

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128 views

### Parameter estimation using bayesian update on moduli space?

Scientists take a set of data points, say in ${\mathbb R}^2$, and, assuming that this data should fit a polynomial of degree $d$ (or an exponential, etc.), they estimate parameters.
I would think ...

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74 views

### Can truncated/non-smooth distributions be used as priors/posteriors in Variational Bayesian methods?

Variational Bayesian methods can sometimes be a good alternative to Markov Chain Monte Carlo numerical evaluation of probability distributions. They do this, as I understand it, by approximating the ...

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80 views

### What is the likehood function in the noise free observation case

In the nonlinear Bayesian Tracking problem, if we consider the noise exists only in the state equation : x[k] = f(x[k-1],v[k-1]) where vk-1 here is an iid process noise sequence
And we suppose that ...

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278 views

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### How to deal with this Chicken-And-Egg problem ?

Let's imagine designing an odds pattern for a game, in which players bet for win or lose.
Suppose the probablity of winning is $p$, thus the probablity of losing is $1-p$.
Now imagine $n_1$ people ...

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478 views

### Exploiting conditional independence working with covariance matrices

I have a Bayesian network where the number of nodes is potentially large. I've conditioned on some of the nodes (observed data) and I'm trying to draw samples from the distribution remaining nodes ...

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### Continuous-time Markov chain to sample Bayesian posterior distribution

Given a Bayesian network and evidence for the values of a subset of the variables, a standard question is to compute the posterior distribution on the remaining variables. The Gibbs sampling technique ...

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2k views

### A “simple” explanation of the concept of D-separation in a Bayesian Network?

Hello everyone.
I'm looking for a "simple" explanation of the concept of D-separation in a Bayesian Network.
As far as I know the definition is "two variables (nodes) in the network are D-Separated ...

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**1**answer

285 views

### Conditional probability and independence

Suppose that we have vectors of events $\{H_1,...,H_n\}$ and $\{D_1,...,D_m\}$. Consider the following two sets of conditions:
Condition set 1
(1) $P(H_i H_j)=0$ for any $i\neq j$ and ...

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379 views

### Estimating Wiener process parameters

Consider a Wiener process with zero drift, infintesimal variance $\sigma^2$, and an unknown starting value $\nu$. That is,
\begin{align}
Y_t \sim \mathcal{N}(\nu, t\sigma^2).
\end{align}
Now, ...

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1k views

### Derivatives of conditional expectations

Let $X$, $Y$ and $Z$ be independent, real-valued random variables, probably with continuous density functions. Define $A = X + Y$ and $B = X + Z$. Consider the regular conditional expectation ...

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661 views

### What can be said about an infinite linear chain of conjugate prior distributions?

We can sample a discrete value from the multinomial distribution.
We can also sample the parameters of the multinomial distribution from its conjugate prior the dirichlet distribution.
Since the ...

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677 views

### In Bayesian statistics, must I use a marginalized prior in conjunction with a marginalized distribution?// [closed]

Suppose I have some sampling distribution g(x,y,z) which has been marginalized over some variables (say y and z) giving us the marginal distribution which we'll call gx(x).
Suppose I now wish to use ...

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1k views

### Are all probabilities conditional probabilities? [closed]

We know that $P(A\mid B) = \frac{P(A \cap B)}{P(B)}$. So $P(B) = P(A\mid B)P(A \cap B)$. Thus are all probabilities conditional probabilities? Can one make a probability more accurate by introducing a ...

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955 views

### Probability estimates for pairwise majority votes

This is related to the rank aggregation question I asked previously.
I have items $I_1, \ldots, I_N$ and the observations of a number of pairwise trials which pit pairs $I_i$ and $I_j$ against ...