Construct · 1 fields · 1 citations

conjugate prior: a standalone construct

One name. One construct. A landmark on the map.

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Bayesian statistics

a prior that yields a posterior in the same family once combined with the likelihood, making updating easy.

In Bayesian statistics, conjugate prior refers to a prior that yields a posterior in the same family once combined with the likelihood, making updating easy. This meaning comes from Diaconis (1979) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

family3 fields · 3 citationsjingle · one word, three constructs likelihood3 fields · 3 citationsjingle · one word, three constructs posterior2 fields · 2 citationsjingle · one word, two constructs

References

Diaconis, P., & Ylvisaker, D. (1979). Conjugate Priors for Exponential Families. The Annals of Statistics, 7(2). https://doi.org/10.1214/aos/1176344611

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