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Results tagged with bayesian-probability
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user 4896
3
votes
In what sense is the Bayesian posterior mean a “convex combination”?
Answering my own question: the posterior mean will lie on the locus of tangency between the ellipsoids centered at $y_1, y_2$ and with shape matrices $\Sigma_1^{-1}, \Sigma_2^{-1}$ respectively. See …
- 309
9
votes
1
answer
483
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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 distribute …
- 309