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7 votes

Who introduced the term hyperparameter?

In 1996 Irving Good himself recalls: One of the related problems close to philosophy is the estimation of the probability of one category of a multinomial when the order of the cells is irrelevant. [ …
Carlo Beenakker's user avatar
3 votes
Accepted

Parametrising a sparse orthogonal matrix

The smallest number of nonzero entries in an $n\times n$ fully indecomposable$^*$ orthogonal matrix is $4n−4$. A method to construct such a matrix is described in Sparse orthogonal matrices (2003). $ …
Carlo Beenakker's user avatar
0 votes
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The expectation of binary logistics regression with respect to Gaussian distribution

Notice that $g(s,x)=(s-1)x+\ln\sigma(x)$. So $$\langle g(s,x)\rangle_q=(s-1)m+\langle \ln\sigma(x)\rangle_q$$ and the entire $s$-dependence is trivial. Now for the second identity we perform a partia …
Carlo Beenakker's user avatar
1 vote
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Bayesian estimation with lower dimensional prior

Here is one approach, Optimal low-rank approximations of Bayesian linear inverse problems, see also reference 56. Typically, you construct a reduced basis for the parameter space.
Carlo Beenakker's user avatar
1 vote
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Adaptive priors

The modification of the traditional Bayes method where the prior distribution is determined by the data goes by the name empirical Bayes method. The motivation for the empirical approach is a practica …
Carlo Beenakker's user avatar
4 votes

Bayes statistics precisely formulated

Disclaimer: this refers to the situation described in these lecture notes, where Bayes theorem is applied to events. It seems this is not what the OP has in mind, so I'm just leaving my answer for the …
Carlo Beenakker's user avatar