Pattern Recognition and Machine Learning by Bishop
Gaussian. An important property of the Student-t distribution is it’s robustness to outliers. Periodic variables The mean can be measured as , where we think of the data as lying in a circle. The von-Mises distribution is a Gaussian on a periodic domain. It is given by p(xj 0;m) = 1 2ˇI 0(m) exp[mcos( 0)]: The exponential family
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Pattern Classi cation by Duda et al. - Home | tommyodland.com
tommyodland.comThe Bayesian framework is analytically tractable when using Gaussians. For in-stance, we can compute p( jD) if we assume p( ) ˘N( 0; 0). The distribution p( ) is called a conjugate prior and p( jD) is a reproducing density, since a normal prior transforms to a normal posterior (with di erent parameters) when new data is observed.
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