Lecture

Dirichlet-Multinomial Model

In course

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Description

This lecture covers consecutive updates of the posterior, the Dirichlet distribution on the simplex, Bayesian inference in the multinomial model with a Dirichlet prior, posterior mean and variance in the Dirichlet-Multinomial model, conjugate priors, and posterior expectations. It also discusses the predictive distribution and Bayesian estimation of a multinomial random variable.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_uurge4ss

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Ontological neighbourhood

Statistics

Statistical inference: Bayesian statistics, Mathematical statistics, Statistical hypothesis testing

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