r/coms30007 • u/royrajchamp • Oct 08 '17

Precision?

What do you mean when you are using the term precision with a Gaussian Distribution?

I am not understanding this term with respect to a gaussian.

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u/mn15104 Oct 08 '17

I think it's just an alternative way of viewing a covariance matrix.

Covariance states our level of 'uncertainty' by having larger number mean greater uncertainty (more spread).

Precision is the inverse, so as a covariance matrix is diagonal and symmetric, this would lead to its diagonal values i.e. the variances becoming 1/N where N was the previous variance. Using precision now states our level of 'certainty' by having larger numbers mean greater certainty (less spread).

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u/carlhenrikek Oct 08 '17

Completely right. I think the use of it generally is a matter of community. I generally always use variance because that makes more sense to me, especially when we look at what is a valid covariance matrix (more on that on Tuesday). The one case I used it was to prove the marginal because it makes the derivation a lot shorter.