Bayesian Polynomial Curve Fitting

An implementation of the example from Bishop, Pattern Recognition and Machine Learning, 2006

This code implements the Bayesian curve fitting example in Section 1.2.6 of [1], where a D-degree polynomial is sequentially fitted to N data points generated from a sine function. The output is a plot of the predictive distribution and the mean estimate of the fitted polynomial. Various parameters, i.e. alpha, beta, in the code can be modified to see their effect to the fit.

You have the option to output as GIF as well.

Reference:
[1] Bishop, Pattern Recognition and Machine Learning, 2006.