一 问题来源:
看PRML第二章时遇到的。
二 问题描述:
PRML第68页说:“We shall see that an import role is played by conjugate priors, that lead to posterior distributions having the same functional form as the prior , and that therefore lead to a greatly simplified Bayesian analysis.”
三 解释:我们看到,共轭先验在贝叶斯推理中具有重要意义,它使得后验分布和先验具有相同的函数形式。现在假设我们有这样几类概率:
p(θ)(先验分布),
p(θ|X)(后验分布),
p(X),
p(X|θ) (似然函数).