-
Notifications
You must be signed in to change notification settings - Fork 2.1k
Closed
Description
Description
Nitpick issue here
-
$\Sigma$ is conventionally used for covariance matrices, so I prefer using$\sigma$ since the example is univariate.
Lines 433 to 434 in 7b08fc1
\Sigma^2 \sim& \operatorname{InvGamma}(0.5, 0.5) \\ | |
Y \sim& \operatorname{N}(0, \Sigma) |
- For continuous-valued random variables, I would prefer not writing
$P(Y = y)$ because, in principle, it is always zero.
Lines 448 to 449 in 7b08fc1
\log p(Y = y, \Sigma^2 = \sigma^2) = \log p(Y = y \mid \Sigma^2 = \sigma^2) + \log p(\Sigma^2 = \sigma^2)
What I would recommend is perhaps to use the random variables as indices to the log-density and valued variables as arguments to delineate their differences while addressing the point above:
The last instance where change may be needed is:
Line 438 in 7b08fc1
conditional log-probability :math:`\log p(Y = y \mid \Sigma^2)`, with a stochastic |