├── README.md └── src └── bayes-regression.ipynb /README.md: -------------------------------------------------------------------------------- 1 | # Summary 2 | This tutorial presents the basic Bayesian approach to linear regression as developed in Bishop's [Pattern Recognition and Machine Learning](https://www.amazon.com/Pattern-Recognition-Learning-Information-Statistics/dp/0387310738/ref=sr_1_1?ie=UTF8&qid=1474997498&sr=8-1&keywords=pattern+recognition+and+machine+learning) text. It follows his same approach and example, but provides the code in a jupyter notebook environment and my own explanations of the material. 3 | 4 | The tutorial leverages a conjugate prior which leads to simple update equations for the posterior parameter distribution. This is well suited for an environment of streaming data and online learning. 5 | 6 | You can view an html rendering of the notebook [here](https://zjost.github.io/bayesian-linear-regression/). 7 | --------------------------------------------------------------------------------