3. Bayesian techniques
Implementing the Bayesian approach requires specific tools to estimate the posterior distributions of the quantities of interest.
This section presents and illustrates the main Bayesian techniques used in metrology. In particular, we will discuss analytical methods, which are suitable for the simplest cases, as well as numerical techniques such as Markov-Chain Monte Carlo (MCMC) algorithms, which are essential for handling complex models.
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The inverse Gamma distribution of parameters and is denoted as:
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Bayesian techniques
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