Conjugate Priors?

by JS

I’m clearing out my draft posts, without actually trying to flesh them out. Anyway, here’s some questions I’m thinking about. As you may be able to infer, I’m trying to teach myself statistics.


Natural conjugate priors – prior has the same functional form as the likelihood. Is there a category theoretical explanation of “natural” in this context? Things I’m trying to understand: exponential families, sufficient statistic, natural conjugate prior.Some websites:

OCW 1
OCW 2
OCW 3
OCW 4
OCW 5
OCW 6