What does the 'bayes' estimator correspond to in the linear regression model? #3
Description
Hi,
I was just looking at the implementation of the Linear Regression model in BOCS/stat_model/LinReg.m and am a bit confused as to what is exactly happening in the LR.bayesTrain function. Would you mind providing more information on what this function does? To be specific, in lines 107-109, is this a Gaussian prior distribution on the parameters ? Next, how did you derive the posterior distribution for
? that you implemented between lines 117-119? Is this based on some source? If yes, would you mind pointing me to this source so I could learn more about this? Finally, what exactly are aPr and bPr taken as input to the function, and how are they updated in lines 125-126? Once again, a pointer to a source would be much appreciated!