Using Prior Information in Bayesian Inference—with Application to Fault Diagnosis

Anna Pernestål, Mattias Nyberg, Kevin H. Knuth, Ariel Caticha, Julian L. Center, Adom Giffin, Carlos C. Rodríguez
2007 AIP Conference Proceedings  
In this paper we consider Bayesian inference using training data combined with prior information. The prior information considered is response and causality information which gives constraints on the posterior distribution. It is shown how these constraints can be expressed in terms of the prior probability distribution, and how to perform the computations. Further, it is discussed how this prior information improves the inference. INFERENCE USING RESPONSE INFORMATION Consider the case where
more » ... r the case where some values of the feature vector are known to be impossible in certain states of the system. We refer to this kind of information as response information.
doi:10.1063/1.2821293 fatcat:mv6g3dyk4vb6rbfbtoie7r4ke4