A channel-based perspective on conjugate priors

DOI10.1017/S0960129519000082MaRDI QIDQ5220182zbMATH OpenOpenAlexFDO

Authors

Publication date 11 March 2020

Published in Mathematical Structures in Computer Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1707.00269

zbMATH Keywords

Bayesian inversionBayesian probabilityconjugate priorposterior distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Censored data models (62N01)

Abstract: A desired closure property in Bayesian probability is that an updated posterior distribution be in the same class of distributions --- say Gaussians --- as the prior distribution. When the updating takes place via a statistical model, one calls the class of prior distributions the `conjugate priors' of the model. This paper gives (1) an abstract formulation of this notion of conjugate prior, using channels, in a graphical language, (2) a simple abstract proof that such conjugate priors yield Bayesian inversions, and (3) a logical description of conjugate priors that highlights the required closure of the priors under updating. The theory is illustrated with several standard examples, also covering multiple updating.

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Cited in

(9)

• A geometric view of conjugate priors
• A non-commutative Bayes' theorem
• The general expression of the prior convergence error: a proof
• Multisets and distributions, in drawing and learning
• Unifilar machines and the adjoint structure of Bayesian filtering
• Overdrawing urns using categories of signed probabilities
• Some probabilistic riddles and some logical solutions
• Probabilistic programming with exact conditions
• A fresh look at bivariate binomial distributions

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• PRMLT

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