Bayesian Linear Models: A compact general set of results
贝叶斯线性模型:一组紧凑而通用的结果
I present all the details in calculating the posterior distribution of the conjugate Normal-Gamma prior in Bayesian Linear Models (BLM), including correlated observations, prediction, model selection and comments on efficient numeric implementations. A Python implementation is also presented. These have been presented and available in many books and texts but, I believe, a general compact and simple presentation is always welcome and not always simple to find. Since…