In Bayesian statistics, a hyperprior is a prior distribution on a hyperparameter, that is, on a parameter of a prior distribution. As with the term hyperparameter...

model is as follows: α ∼ A Dirichlet hyperprior, either a constant or a random variable β ∼ A Dirichlet hyperprior, either a constant or a random variable...

take a probability distribution on the hyperparameter itself, called a hyperprior. One often uses a prior which comes from a parametric family of probability...

distribution, namely: Hyperparameters: parameters of the prior distribution Hyperpriors: distributions of Hyperparameters Suppose a random variable Y follows...

Uncertainty about these hyperparameters can, in turn, be expressed as hyperprior probability distributions. For example, if one uses a beta distribution...

estimates of the variance). Bayes estimator Bayesian network Hyperparameter Hyperprior Best linear unbiased prediction Robbins lemma Spike-and-slab variable...

example, when there are multiple Dirichlet priors related by the same hyperprior. Each Dirichlet prior can be independently collapsed and affects only...

prior, here a combination of two beta distributions; this is a form of hyperprior. An arbitrary likelihood will not belong to an exponential family, and...

distribution given a collection of N samples. Intuitively, we can view the hyperprior vector α as pseudocounts, i.e. as representing the number of observations...

distribution given a collection of N samples. Intuitively, we can view the hyperprior vector α as pseudocounts, i.e. as representing the number of observations...

Hyperparameter (Bayesian statistics) Hyperparameter (machine learning) Hyperprior Hypoexponential distribution Idealised population Idempotent matrix Identifiability...

distributions whose parameters are drawn from a higher-level distribution (hyperpriors). Starting with studies such as Lichtenstein & Slovic (1971), it was...

inferred along with the field itself. This requires the specification of a hyperprior P ( S ) {\displaystyle {\mathcal {P}}(S)} . Often, statistical homogeneity...

parameters in the formula of the kernel. Prior: whether specifying arbitrary hyperpriors on the hyperparameters is supported. Posterior: whether estimating the...