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Chapter6_Priorities/Priors.ipynb

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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Oh no! Our function is no longer flat. It turns out flat priors do carry information in them after all. The point of Jeffreys Priors is to create priors that don't accidentally become informative when you transform the variables you placed them originally on."
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"Oh no! Our function is no longer flat. It turns out flat priors do carry information in them after all. The point of Jeffreys Priors is to create priors that don't accidentally become informative when you transform the variables you placed them originally on.\n",
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"\n",
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"Jeffreys Priors are defined as:\n",
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"\n",
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"$$p_J(\\theta) \\propto \\mathbf{I}(\\theta)^\\frac{1}{2}$$\n",
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"$$\\mathbf{I}(\\theta) = - \\mathbb{E}\\Big[\\frac{d^2 \\text{ log } p(X|\\theta)}{}\\Big]$$"
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]
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{

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