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At least in the mathematically simpler scenario of a gaussian prior and gaussian observations, the posterior mean is computed by weighing by the the inverses of
by jampekka 11mo ago
At least in the mathematically simpler scenario of a gaussian prior and gaussian observations, the posterior mean is computed by weighing by the the inverses of variances (aka precisions) just like this.
https://en.wikipedia.org/wiki/Conjugate_prior https://en.wikipedia.org/wiki/Conjugate_prior
- ogogmad 11mo agoTo add, for anyone who's followed the link - that's entries numbers 1 and 2, or "Normal with known variance σ²" and Normal with known precision τ", under "When likelihood function is a continuous distribution". Also, note that the "precision" τ is defined as 1/σ².