How to use the posterior distribution of one model as a prior distribution for another model

A histogram approximation lets you approximate any arbitrary distribution by slicing it up into little bins and computing the probability of seeing data in a bin. It doesn’t make any assumptions about the shape of the distribution, which is the difference between it and the MvN approximation.

I guess you could use it on data that is already discrete? But I also have no idea, I’ve never done anything like that.

I’d recommend starting with MvN though, as all well-behaved posteriors should be converging to something normalish anyway.

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