Definition: Conjugate and non-conjugate prior distribution
Index:
The Book of Statistical Proofs ▷
General Theorems ▷
Bayesian statistics ▷
Prior distributions ▷
Conjugate vs. non-conjugate
Sources:
Metadata: ID: D120 | shortcut: prior-conj | author: JoramSoch | date: 2020-12-02, 17:55.
Definition: Let $m$ be a generative model with likelihood function $p(y \vert \theta, m)$ and prior distribution $p(\theta \vert m)$. Then,
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the prior distribution is called “conjugate”, if it, when combined with the likelihood function, leads to a posterior distribution that belongs to the same family of probability distributions;
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the prior distribution is called “non-conjugate”, if this is not the case.
- Wikipedia (2020): "Conjugate prior"; in: Wikipedia, the free encyclopedia, retrieved on 2020-12-02; URL: https://en.wikipedia.org/wiki/Conjugate_prior.
Metadata: ID: D120 | shortcut: prior-conj | author: JoramSoch | date: 2020-12-02, 17:55.