A Basic Example
Consider a simple non-hierarchical Bayesian model consisting of a set of i.i.d. observations from a Gaussian distribution, with unknown mean and variance. In the following, we work through this model in great detail to illustrate the workings of the variational Bayes method.
For mathematical convenience, in the following example we work in terms of the precision — i.e. the reciprocal of the variance — rather than the variance itself. (From a theoretical standpoint, precision and variance are equivalent since there is a one-to-one correspondence between the two.)
Read more about this topic: Variational Bayesian Methods
Famous quotes containing the word basic:
“Nothing and no one can destroy the Chinese people. They are relentless survivors. They are the oldest civilized people on earth. Their civilization passes through phases but its basic characteristics remain the same. They yield, they bend to the wind, but they never break.”
—Pearl S. Buck (1892–1973)