2021-10-23

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主要内容:
Gamma distribution
继续昨天的bayesian inference
Expectation Propagation和K-L散度
指数分布族的期望与方差


Gamma distribution

🔗 [39 - The gamma distribution - an introduction - YouTube] https://www.youtube.com/watch?v=J0Yzmb_PY3Y

🔗 [怎么来理解伽玛(gamma)分布? - 知乎] https://www.zhihu.com/question/34866983


继续昨天的bayesian inference

昨天接触的都是均匀分布情况下的prior,接下来考虑这两种情况的bayesian inference:normal distribution和normal-gamma distribution.

从这篇pdf开始:🔗 [bayesGauss.dvi] https://www.cs.ubc.ca/~murphyk/Papers/bayesGauss.pdf

normal distribution的推导 🔗 [Normal prior Normal likelihood Normal posterior distribution - YouTube] https://www.youtube.com/watch?v=c-d05z0_5mw

normal-gamma的入门介绍 🔗 [The Normal-Gamma Conjugate Family - Bayesian Statistics - YouTube] https://www.youtube.com/watch?v=MNP9yr1uhvQ

normal-gamma的推导:🔗 [Bayes_Unit5] http://seor.vse.gmu.edu/~klaskey/SYST664/Bayes_Unit5.pdf ,第25页开始

🔗 [高斯分布的贝叶斯推断 · prml] https://mqshen.gitbooks.io/prml/content/Chapter2/gaussian/bayesian_inference_gaussian.html

🔗 [Chapter 4 Inference and Decision-Making with Multiple Parameters | An Introduction to Bayesian Thinking] https://statswithr.github.io/book/inference-and-decision-making-with-multiple-parameters.html


Expectation Propagation和K-L散度

🔗 [slidescharlesuniversityep2013.pdf] https://jmhldotorg.files.wordpress.com/2013/11/slidescharlesuniversityep2013.pdf

🔗 [tan.pdf] https://www.cs.ubc.ca/~murphyk/Teaching/CS532c_Fall04/Projects/tan.pdf

🔗 [4.3.2-LogisticReg] https://cedar.buffalo.edu/~srihari/CSE574/Chap4/4.3.2-LogisticReg.pdf

🔗 [paper.dvi] http://mlg.eng.cam.ac.uk/pub/pdf/KimGha08.pdf

🔗 [05.kapoor-ahn-picard.pdf] https://affect.media.mit.edu/pdfs/05.kapoor-ahn-picard.pdf


指数分布族的期望与方差

with one parameter: 🔗 [Exponential Family: Mean and Variance - YouTube] https://www.youtube.com/watch?v=wDpotV98qK0

[Exponential Family of Distributions] https://brunomaga.github.io/Exponential-Family-Distributions


 Last Modified in 2021-12-11 

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