Research : Notes

Little technical notes I wrote as I was working on other stuff that turned out quite useful as references. Perhaps others might find them useful as well. More to come.

• Gaussian Inverse Gamma.
  Y.W. Teh. Notes on deriving the joint, posterior, and predictive distributions of a 1-dimensional Gaussian with Gaussian Inverse Gamma conjugate prior.
  [pdf]

• Gaussian Inverse Wishart.
  Y.W. Teh. Notes on deriving the joint, posterior, and predictive distributions of a multidimensional Gaussian with Gaussian Inverse Wishart conjugate prior.
  [pdf]