Posterior Distribution

Advanced

Updated belief after observing data.

Full Definition

Updated belief after observing data.

Keywords

Bayesian update

Domains

Probability & Statistics

Related Terms

Prior Distribution related to

Belief before observing data.

 Marginalization related to

Eliminating variables by integrating over them.

 Monte Carlo Estimation related to

Approximating expectations via random sampling.

 Importance Sampling related to

Sampling from easier distribution with reweighting.

 Correlation related to

Normalized covariance.

 Law of Large Numbers related to

Sample mean converges to expected value.

 Central Limit Theorem related to

Sum of independent variables converges to normal distribution.

 Likelihood Function related to

Probability of data given parameters.

Concept Map

See how Posterior Distribution connects to other concepts.

Open Knowledge Graph