Machine Learning, Agile, Markov Chains, Bayesian Statistics, TensorFlow.
and σ. The answer can be derived analytically, but in our case I want to solve it numerically using MCMC Hamiltonian sampling method. The idea of this method is to get a sample of joined distribution p(x,μ,σ2|x(i)). After that we can calculate percentiles of x. This equivalent to marginalizing by