Gaussian-Gaussian conjugate prior (#43) - #2073
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* add Gaussian-Gaussian conjugate prior Developed with the assistance of Claude Opus 4.8 and Fable 5 (1M context). --------- Co-authored-by: Reynald Affeldt <reynald.affeldt@aist.go.jp>
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I made a few final simplifications and I think that the code is ok but
the documentation can be improved. A few points:
What does "complete the square" (two occurrences) mean?
The comment before the lemma normal_pdf_conjugate is talking
about conditional probability but this does not appear
explicitly in the statement.
The comment before the lemma normal_prob_conjugate is talking
about theta but this is not a free variable in the conclusion.
The lemma normal_prob_conjugate is supposed to correspond to the first row of the table
https://en.wikipedia.org/wiki/Conjugate_prior#When_the_likelihood_function_is_a_continuous_distribution
This could be mentioned in the documentation and used to make the documentation more precise by using
similar vocabulary.
@gbdrt ?
Motivation for this change
Developed with the assistance of Claude Opus 4.8 and Fable 5 (1M context).
fyi: @gbdrt
Checklist
CHANGELOG_UNRELEASED.mdReference: How to document
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As a rule of thumb:
all compile are preferentially merged into master.
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