Bayesian Linear Regression Full Derivation

Introduction Many articles like this in the towardsdatascience tell us how to use Bayesian Linear Regression and why. I am not going to repeat that. I want to derive the formulas from scratch entirely. I also understand that comprehending this stuff is slightly challenging if you don’t have a strong mathematics background. Note: All of my notation is from Bishop’s book. The main difference between Bayesian and Non-Bayesian regression is that Bayesian regression assumes that weights are Random variables....

March 20, 2021 · 5 min · 957 words · Amir