[SciPy-User] OT: The standard of Bayesian statistics textbooks (rant)

[Sturla Molden]

Nathaniel Smith <njs at pobox.com> wrote:

> Of course any integral can be written as an expectation, but if you have a
> tractable general method for computing the expected value of arbitrary
> distributions then you should publish it and collect your Fields medal.

In this particular case (pseudocode):

for i in range(n):
   theta[i] ~ p(theta | M), e.g. by Markov Chain Monte Carlo
   L[i] = p(y | theta[i] )
p(y | M) = mean( L[burnin:] )

Can I have my Fields medal now?

;-)