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Add stuff from overleaf Bayesian Tricks #1

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luiarthur opened this issue Aug 15, 2022 · 0 comments
Open
15 tasks

Add stuff from overleaf Bayesian Tricks #1

luiarthur opened this issue Aug 15, 2022 · 0 comments

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@luiarthur
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luiarthur commented Aug 15, 2022 •
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  • Port content from overleaf
  • Add an example of posterior of MvNormal mean (special case of linear model, where X == I.
  • add Jacobians for common transformations
  • Sherman Woodbury Morrison
  • kriging formula
  • GP, MvGP, predictive process, RBF regression
  • kernel regression
  • g prior
    • Gibbs
    • VI
    • SWM (and determinant version) when marginalizing over beta. The sigma marginal posterior is available as IG. Can also integrate out sigma to get evidence.
    • optionally put Gamma prior on Tau. beta ~ MvNormal(0, inv(X'X)s^2/tau
    • BASS
    • trees with basis matrix
    • evolution of basis functions
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