What does conjugate prior mean?

Definitions for conjugate prior
con·ju·gate pri·or

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Wikipedia

  1. Conjugate prior

    In Bayesian probability theory, if the posterior distributions p(θ | x) are in the same probability distribution family as the prior probability distribution p(θ), the prior and posterior are then called conjugate distributions, and the prior is called a conjugate prior for the likelihood function p(x | θ). For example, the Gaussian family is conjugate to itself (or self-conjugate) with respect to a Gaussian likelihood function: if the likelihood function is Gaussian, choosing a Gaussian prior over the mean will ensure that the posterior distribution is also Gaussian. This means that the Gaussian distribution is a conjugate prior for the likelihood that is also Gaussian. The concept, as well as the term "conjugate prior", were introduced by Howard Raiffa and Robert Schlaifer in their work on Bayesian decision theory. A similar concept had been discovered independently by George Alfred Barnard.Consider the general problem of inferring a (continuous) distribution for a parameter θ given some datum or data x. From Bayes' theorem, the posterior distribution is equal to the product of the likelihood function θ ↦ p ( x ∣ θ ) {\displaystyle \theta \mapsto p(x\mid \theta )\!} and prior p ( θ ) {\displaystyle p(\theta )\!} , normalized (divided) by the probability of the data p ( x ) {\displaystyle p(x)\!} :

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Numerology

  1. Chaldean Numerology

    The numerical value of conjugate prior in Chaldean Numerology is: 1

  2. Pythagorean Numerology

    The numerical value of conjugate prior in Pythagorean Numerology is: 1

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"conjugate prior." Definitions.net. STANDS4 LLC, 2024. Web. 24 May 2024. <https://www.definitions.net/definition/conjugate+prior>.

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