#StackBounty: #bayesian #classification #prior Priors for discriminative methods?

Bounty: 50

Say we want to build a classifier for a binary classification problem using a discriminative method (e.g. SVM) and be able to impose a prior on the classes.

For example, let’s assume that we want to use the prior $text{Beta}(10,20)$ on the positive class. It would look like this:

                  enter image description here

How can I estimate the posterior probability of classification resulting from combining the output of my discriminative predictor with the above prior? What steps would I need to take to compute this posterior probability?

Get this bounty!!!

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