Distributions.md

Distributions

Univariate Distributions

Continuous

Normal with Normal-Gamma prior

Example:

H = GammaNormal(μ0 = 0.0, σ0 = 1.0, α0 = 1.0, β0 = 1.0)

Normal with Normal prior

Example:

H = NormalNormal(μ0 = 0.0, σ0 = 1.0)

Discrete

Bernoulli with Beta prior

Example:

H = BetaBernoulli(α0 = 1.0, β0 = 1.0)

Multivariate Distributions

Continuous

Gaussian with Wishart prior

Example:

μ0 = zeros(5)
κ0 = 5.0
ν0 = 9.0
Σ0 = eye(5)
H = WishartGaussian(μ0, κ0, ν0, Σ0)

Gaussian with diagonal covariances

Example:

Hd = NormalNormal[NormalNormal() for d in 1:5]
H = GaussianDiagonal{NormalNormal}(Hd)

Discrete

Multinomial with Dirichlet prior

Example:

D = 5
α0 = 1.0
H = DirichletMultinomial(D, α0)