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stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
433 stars 51 forks source link

Updated Prior #506

Open saucetray opened 2 years ago

saucetray commented 2 years ago

Is there a way in this library to use the model you ran inference on as your new prior?

saucetray commented 2 years ago

I saw someone thumbs this up but I don't see anything in the documentation explaining using your current model as a prior.

avibryant commented 2 years ago

No, it's not possible. We don't have a closed-form representation of the posterior, which we need to use something as a prior.