I am reading an old paper from https://www.jmlr.org/papers/volume1/tipping01a/tipping01a.pdf. In that paper, specifically, Equation 10 says $$ p(w|t,\alpha,\sigma^2) = \frac{p(t|w,\sigma^2)p(w|\alpha)}{p(t|\alpha,\sigma^2)}. $$ However, it seems that in order for the above equality to hold, we need to assume that $$ (*) \quad \frac{p(t,\sigma^2|w,\alpha)}{p(\sigma^2|\alpha)} = p(t|w,\sigma^2). $$ This is because \begin{align} p(w|t,\alpha,\sigma^2) &= \frac{p(w,t,\alpha,\sigma^2)}{p(t,\alpha,\sigma^2)} = \frac{p(t,\sigma^2|w,\alpha)p(w,\alpha)}{p(t|\alpha,\sigma^2)p(\alpha,\sigma^2)} \\ &=\frac{p(t,\sigma^2|w,\alpha)}{p(\sigma^2|\alpha)}\frac{p(w|\alpha)}{p(t|\alpha,\sigma^2)}. \end{align} However, I am not sure why (*) should hold. I feel there must be some hidden assumptions but I couldn't figure this out. Any help would be highly appreciated. Thanks!
2026-04-04 06:57:21.1775285841
Calculating the posterior distribution - missing dependency
21 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in STATISTICAL-INFERENCE
- co-variance matrix of discrete multivariate random variable
- Question on completeness of sufficient statistic.
- Probability of tossing marbles,covariance
- Estimate the square root of the success probability of a Binomial Distribution.
- A consistent estimator for theta is?
- Using averages to measure the dispersion of data
- Confidence when inferring p in a binomial distribution
- A problem on Maximum likelihood estimator of $\theta$
- Derive unbiased estimator for $\theta$ when $X_i\sim f(x\mid\theta)=\frac{2x}{\theta^2}\mathbb{1}_{(0,\theta)}(x)$
- Show that $\max(X_1,\ldots,X_n)$ is a sufficient statistic.
Related Questions in BAYESIAN
- Obtain the conditional distributions from the full posterior distribution
- What it the posterior distribution $\mu| \sigma^2,x $
- Posterior: normal likelihood, uniform prior?
- If there are two siblings and you meet one of them and he is male, what is the probability that the other sibling is also male?
- Aggregating information and bayesian information
- Bayesian updating - likelihood
- Is my derivation for the maximum likelihood estimation for naive bayes correct?
- I don't understand where does the $\frac{k-1}{k}$ factor come from, in the probability mass function derived by Bayesian approach.
- How to interpret this bayesian inference formula
- How to prove inadmissibility of a decision rule?
Related Questions in BAYES-THEOREM
- Question to calculating probability
- Bayes' Theorem, what am I doing wrong?
- A question about defective DVD players and conditional probabaility.
- Is my derivation for the maximum likelihood estimation for naive bayes correct?
- 1 Biased Coin and 1 Fair Coin, probability of 3rd Head given first 2 tosses are head?
- Conditional Probability/Bayes Theory question
- Dependence of posterior probability on parameters
- Probability Question on Bayes' Theorem
- Coin probability
- What is the probability of an event to happen in future based on the past events?
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
I figured this out. Note that the following relations are assumed: $$ p(t|w,\alpha,\sigma^2) = p(t|w,\sigma^2), \quad p(\alpha,\sigma^2) = p(\alpha)p(\sigma^2), \quad p(w,\alpha,\sigma^2) = p(w,\alpha)p(\sigma^2), $$ which also gives $p(\sigma^2|\alpha) = p(\sigma^2)$. Hence, it can be checked that $$ \frac{p(t,\sigma^2|w,\alpha)}{p(\sigma^2|\alpha)} = p(t|w,\alpha,\sigma^2)\frac{p(w,\alpha,\sigma^2)}{p(w,\alpha)p(\sigma^2)} = p(t|w,\alpha,\sigma^2) = p(t|w,\sigma^2). $$