{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Solutions for Chapter 5. Bayesian Statistics\n", "+ date: 2017-05-08\n", "+ tags: mlapp, statistics\n", "+ author: Peijun Zhu\n", "+ status: draft\n", "+ slug: mlapp-ch5-sol" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 5.1 Proof that a mixture of conjugate priors is indeed conjugate\n", "$$p(\\theta) =\\sum_k p(z = k)p(\\theta|z = k)$$\n", "\n", "\\begin{align}\n", "p(\\theta|D)&=\\frac{p(\\theta, D)}{p(D)}\\\\\n", "&=\\frac{\\sum_k p(\\theta, D,z=k)}{p(D)}\\\\\n", "&=\\frac{\\sum_k p(D,z=k)p(\\theta|D,z=k)}{p(D)}\\\\\n", "&=\\sum_k p(z=k|D)p(\\theta|D,z=k)\\\\\n", "p(z=k|D)&=\\frac{p(D,z=k)}{p(D)}\\\\\n", "&=\\frac{p(D,z=k)}{\\sum_i p(D,z=i)}\\\\\n", "&=\\frac{p(z=k)p(D|z=k)}{\\sum_i p(z=i)p(D|z=i)}\n", "\\end{align}" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": true }, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3.6", "language": "python", "name": "python_3.6" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.1" } }, "nbformat": 4, "nbformat_minor": 2 }