Chunk #71 — Online Methods — Posterior calculations.
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This result is easily extended to the case where the prior on b is a mixture of MVNs (eq. 3). In this case the posterior distribution is p(bj | b^j, Vj, π)= ∑p=1Pπ˜jpNR(bj; μ˜jp, U˜jp),
This result is easily extended to the case where the prior on b is a mixture of MVNs (eq. 3). In this case the posterior distribution is p(bj | b^j, Vj, π)= ∑p=1Pπ˜jpNR(bj; μ˜jp, U˜jp),