no code implementations • 3 Nov 2022 • Toru Kitagawa, Hugo Lopez, Jeff Rowley
We show analytically a welfare-optimal way of updating the prior using empirical welfare; this posterior is not feasible to compute, so we propose a variational Bayes approximation for the optimal posterior.
no code implementations • 10 Feb 2022 • Toru Kitagawa, Jeff Rowley
The von Mises-Fisher family is a parametric family of distributions on the surface of the unit ball, summarised by a concentration parameter and a mean direction.