Bayesian statistics

Posted 2020-07-04 yuliured

目录

• • 1Bayesian model selection贝叶斯模型选择
    • 1奥卡姆剃刀Occams razor原理
  • 2Computing the marginal likelihood evidence
    • 2-1 BIC approximation to log marginal likelihood
    • 2-2贝叶斯因子
  • 3先验
    • 3-1 确定无信息先验分布的Jeffreys原则
    • 3-2共轭先验Conjugate Priors
  • 4Hierarchical Bayes
  • 5Empirical Bayes
  • 6Bayesian decision theory
    • 6-1拒绝选择
    • 6-2The false positive vs false negative tradeoff
    • 6-2-1完美的ROC曲线
    • 6-2-2Precision Recall曲线查准率-查全率曲线
    • 6-2-3F-scores

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