On the relationship between a Gamma distributed precision parameter and the associated standard deviation in the context of Bayesian parameter inference
Methodology
2021-01-19 v1 Machine Learning
Abstract
In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be utilised during inference. This paper thus introduces a method for transforming between a gamma distributed precision parameter and the distribution of the associated standard deviation. The proposed method is based on numerical optimisation and shows adequate results for a wide range of scenarios.
Cite
@article{arxiv.2101.06289,
title = {On the relationship between a Gamma distributed precision parameter and the associated standard deviation in the context of Bayesian parameter inference},
author = {Manuel M. Eichenlaub},
journal= {arXiv preprint arXiv:2101.06289},
year = {2021}
}