hyperprior

English

Etymology

From hyper- +‎ prior.

Noun

hyperprior (plural hyperpriors)

  1. (mathematics) A prior distribution on a hyperparameter.
    • 2007, Brian D. Ripley, Pattern Recognition and Neural Networks, Cambridge University Press, →ISBN, page 166:
      If we have a hyperprior for λ, the extension is quite easy: we can sample from this hyperprior, apply the procedure for each sample based on p(w; λ), and average over samples.

Further reading

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