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  • Assignment # 1 Pattern Recognition: Hassan Khan 02-243182-016 057597

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    Hassan Khan
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    This document discusses conjugate priors in Bayesian probability theory. Conjugate priors are prior probability distributions where the posterior distribution takes on the same distribution family as the prior. This allows the prior and posterior to have the same shape. Common examples given are that a Gaussian prior is conjugate to a Gaussian likelihood, and any distribution in the exponential family has a conjugate prior distribution. Conjugate priors are tremendously useful for Bayesian statistics as they provide analytical solutions.

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    This document discusses conjugate priors in Bayesian probability theory. Conjugate priors are prior probability distributions where the posterior distribution takes on the same distribution family as the prior. This allows the prior and posterior to have the same shape. Common examples given are that a Gaussian prior is conjugate to a Gaussian likelihood, and any distribution in the exponential family has a conjugate prior distribution. Conjugate priors are tremendously useful for Bayesian statistics as they provide analytical solutions.

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    22 views4 pages

    Assignment # 1 Pattern Recognition: Hassan Khan 02-243182-016 057597

    Uploaded by

    Hassan Khan
    This document discusses conjugate priors in Bayesian probability theory. Conjugate priors are prior probability distributions where the posterior distribution takes on the same distribution family as the prior. This allows the prior and posterior to have the same shape. Common examples given are that a Gaussian prior is conjugate to a Gaussian likelihood, and any distribution in the exponential family has a conjugate prior distribution. Conjugate priors are tremendously useful for Bayesian statistics as they provide analytical solutions.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    Assignment # 1

    Pattern
    Recognition Hassan
    Khan
    02-243182-
    016
    057597
    Conjugate Priors

    Posterior distribution in the probability distribution family


    are as per prior probability distribution in Bayesian
    probability theory then both prior and posterior are
    named to be conjugate distributions and the prior also
    posterior distribution has same shape like the prior
    distribution so it’s called conjugate prior.
    Modern Bayesian statistic is based on the concept of
    conjugate prior
    Gaussian is conjugate to Gaussian mean
    Any exponential family has a conjugate
    prior
    Tremendously useful in the Bayesian setting.
    Representation:

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