written by Eric J. Ma on 2021-05-05 | tags: bayesian probability til
Doing another TIL (as inspired by Simon Willison), this time being the definition of a probability simplex.
I gleaned a pretty good definition of the probability simplex from this article. From a computational perspective, it is represented as:
Here are a few examples.
Probability simplices are usually used as the probability parameter in the Multinomial distribution. (Reminder: the Binomial is a special case of the Multinomial.) In Bayesian inference, we also place priors over the probability parameter (or probability simplices) to express what we might believe about the relative tendency to pick one choice over another.
I send out a newsletter with tips and tools for data scientists. Come check it out at Substack.
If you would like to receive deeper, in-depth content as an early subscriber, come support me on Patreon!