Definition: Joint likelihood
Index:
The Book of Statistical Proofs ▷
General Theorems ▷
Bayesian statistics ▷
Probabilistic modeling ▷
Joint likelihood
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Metadata: ID: D31 | shortcut: jl | author: JoramSoch | date: 2020-03-03, 16:36.
Definition: Let there be a generative model $m$ describing measured data $y$ using model parameters $\theta$ and a prior distribution on $\theta$. Then, the joint probability distribution of $y$ and $\theta$ is called the joint likelihood:
\[\label{eq:jl} p(y,\theta|m) = p(y|\theta,m) \, p(\theta|m) \; .\]Metadata: ID: D31 | shortcut: jl | author: JoramSoch | date: 2020-03-03, 16:36.