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Pattern Recognition and Machine Learning by Bishop
tommyodland.comBayesian inference Gaussian variables. { To estimate N (˙2 is assumed known), use Gaussian prior. { To estimate = 1=˙2, use Gamma function as prior, i.e. Gam( ja;b) = ba a 1 ( a) exp( b ) since it has the same functional form as the likelihood. The Student-t distribution may be motivated by: { Adding an in nite number of Gaussians with ...