Glossary

Bayesian inference (or Bayesian estimation)

A statistical approach that allows one to update prior knowledge or beliefs about unknown parameters based on the observation of data using Bayes' theorem.

Retroactive distribution

The joint probability distribution of all unknown parameters considered together, resulting from the application of Bayes' theorem.

Posterior marginal distribution: Marginal distribution

The posterior distribution of a subset of parameters, obtained by integrating the joint posterior distribution over the other parameters.

Unimodal distribution

A probability distribution with a single mode. Its graphical representation is characterized by a single peak.

A priori improper...