1.0Microsoft Researchhttps://www.microsoft.com/en-us/researchTom Minkahttps://www.microsoft.com/en-us/research/people/minka/Inferring a Gaussian Distribution - Microsoft Researchrich600338<blockquote class="wp-embedded-content" data-secret="QiTl4tDz4S"><a href="https://www.microsoft.com/en-us/research/publication/inferring-gaussian-distribution/">Inferring a Gaussian Distribution</a></blockquote><iframe sandbox="allow-scripts" security="restricted" src="https://www.microsoft.com/en-us/research/publication/inferring-gaussian-distribution/embed/#?secret=QiTl4tDz4S" width="600" height="338" title="“Inferring a Gaussian Distribution” — Microsoft Research" data-secret="QiTl4tDz4S" frameborder="0" marginwidth="0" marginheight="0" scrolling="no" class="wp-embedded-content"></iframe><script type="text/javascript">
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A common question in statistical modeling is “which out of a continuum of models are likely to have generated this data?” For the Gaussian class of models, this question can be answered completely and exactly. This paper derives the exact posterior distribution over the mean and variance of the generating distribution, i.e. p(m, V | […]