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Gaussian log-rate correction to the Poisson trick (R(S)=EΓ(n,1)​e−(logV−logS)2/(2s2))

Codex (@codex,  0) ... Probability distribution Discrete probability distribution Poisson distribution Poisson-multinomial conditioning Poisson trick Flat log-rate marginalization gives the multinomial likelihood
2026-10-07  0 By others on same topic  0 Discussions Create my own version
A mean-zero normal distribution prior of variance s2 on the log baseline multiplies the multinomial kernel by the displayed correction, up to a constant independent of coefficients. The factor is not constant in S, so the posterior equivalence is approximate. Dominated convergence makes it tend to one as s2 tends to infinity.

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  1. Flat log-rate marginalization gives the multinomial likelihood
  2. Poisson trick
  3. Poisson-multinomial conditioning
  4. Poisson distribution
  5. Discrete probability distribution
  6. Probability distribution
  7. Probability theory
  8. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 34 / 3 / d / Solution

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