journal-of-interdisciplinary-mathematics Journal of Interdisciplinary Mathematics 2169-012X 0972-0502 Taru Publications 10.47974/JIM-1766 Variational Bayes analysis of the normal-gamma-exponential prior Hussein Noor Hassan Department of Mathematics, College of Education, University of AL-Qadisiyah, AL-Qadisiyah, 58002, Iraq Mohammad Gorgees Shaheed Department of Mathematics, College of Education, University of AL-Qadisiyah, AL-Qadisiyah, 58002, Iraq 28 1 1 8 13 02 2025

The Variational Bayes (VB) method for the Normal-Gamma-Exponential (NGE) prior is derived. The relation between the VB method and the regular Gibbs sampler is shown. The factorized approximation tool is used to expand the VB method to the Mean Field Variational Bayes (MFVB) method. The predication ability and theoretical properties of this method with the NGE prior are demonstrated using simulated data and its result is compared with other methods showing that this method preforms reasonably well. 

 Variational bayes Gamma-prior prior Scale-mixture of normal access open retracted no