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Typo in posterior distribution over weights in Bayesian linear regression #10

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lvulpius opened this issue Sep 5, 2024 · 0 comments

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@lvulpius
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lvulpius commented Sep 5, 2024

There is a typo in the equation for the posterior mean of the weights in the document "regression_bayesian.ipynb":

$\mathbf{\mu}_{\mathbf{w} | \mathbf{y}, \mathbf{X} } = (\sigma^{-2}\boldsymbol{\Phi}^\top \boldsymbol{\Phi} + \lambda \mathbf{I})\boldsymbol{\Phi}^\top \mathbf{y}$,

$\sigma^{-2}$ should not appear in the equation.

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