In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be utilised during inference. This paper thus introduces a method for transforming between a gamma distributed precision parameter and the distribution of the associated standard deviation. The proposed method is based on numerical optimisation and shows adequate results for a wide range of scenarios.
翻译:在Bayesian推论中,一种未知的测量不确定性往往用伽玛分布的精确参数加以量化,而如果在推论中应使用关于测量不确定性标准偏差的先前信息,则该参数是不切实际的,因此,本文提出了在伽马分布的精确参数与相关标准偏差分布之间转换的方法。拟议方法以数字优化为基础,为各种设想方案展示了充分的结果。