Engineering, 07.03.2020 05:25 iamcuriousdelip08rmf

We saw in Section 2.3.6 that the conjugate prior for a Gaussian distribution with unknown mean and unknown precision (inverse variance) is a normal-gamma distribution. This property also holds for the case of the conditional Gaussian distribution p(t|x, w, β) of the linear regression model. If we consider the likelihood function (3.10), then the conjugate prior for w and β is given by

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We saw in Section 2.3.6 that the conjugate prior for a Gaussian distribution with unknown mean and u...

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