Posterior Distribution Function and Derivative
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Here is my question. Let us consider a function $f(x)$ and its posterior distribution function (derived from certain datasets $d$) $P(f(x)|d)$. It is possible to obtain $P(f'(x)|d)$? I believe that it is possible, at least in some simple situations, but I don't know how to do it in general. Do you have any suggestion or reference?
Thank you so much for your time, Mark.
probability probability-distributions statistical-inference
asked Jan 15 at 21:51
SaramagoSaramago
11
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add a comment |
$begingroup$
Here is my question. Let us consider a function $f(x)$ and its posterior distribution function (derived from certain datasets $d$) $P(f(x)|d)$. It is possible to obtain $P(f'(x)|d)$? I believe that it is possible, at least in some simple situations, but I don't know how to do it in general. Do you have any suggestion or reference?
Thank you so much for your time, Mark.
probability probability-distributions statistical-inference
asked Jan 15 at 21:51
SaramagoSaramago
11
$endgroup$
add a comment |
$begingroup$
Here is my question. Let us consider a function $f(x)$ and its posterior distribution function (derived from certain datasets $d$) $P(f(x)|d)$. It is possible to obtain $P(f'(x)|d)$? I believe that it is possible, at least in some simple situations, but I don't know how to do it in general. Do you have any suggestion or reference?
Thank you so much for your time, Mark.
probability probability-distributions statistical-inference
asked Jan 15 at 21:51
SaramagoSaramago
11
$endgroup$
Here is my question. Let us consider a function $f(x)$ and its posterior distribution function (derived from certain datasets $d$) $P(f(x)|d)$. It is possible to obtain $P(f'(x)|d)$? I believe that it is possible, at least in some simple situations, but I don't know how to do it in general. Do you have any suggestion or reference?
Thank you so much for your time, Mark.
probability probability-distributions statistical-inference
probability probability-distributions statistical-inference
asked Jan 15 at 21:51
SaramagoSaramago
11
asked Jan 15 at 21:51
SaramagoSaramago
11
asked Jan 15 at 21:51
SaramagoSaramago
11
asked Jan 15 at 21:51
SaramagoSaramago
11
asked Jan 15 at 21:51
SaramagoSaramago
11
11
add a comment |
add a comment |
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