贝叶斯统计推断 后验分布与充分性 无信息先验下的后验分布 共轭先验(conjugacy)下的后验分布 其中,正态分布的共轭先验推导过程,典型且重要. (1) 当方差已知时,均值(prior: 高斯分布)参数的后验分布 - 高斯分布 (2) 当均值已知时,方差(prior: 逆伽马分布)参数的后验分布 - 逆伽马分布 (3) 当均值和方差皆未知时,它们(prior: 正态 - 逆伽马分布)的后验分布分别是 - 均值:t分布 & 方差: 逆伽马分布 贝叶斯统计决策 后验分布结合损失函数:一般损失函数…

Inferential Statistics Generalizing from a sample to a population that involves determining how far sample statistics are likely to vary from each other and from the population parameter. Sampling Distribution The sampling distribution of a statistic…

数学似宇宙,韭菜只关心其中实用的部分. scikit-learn (sklearn) 官方文档中文版 scikit-learn Machine Learning in Python 一个新颖的online图书资源集,非常棒. 机器学习原理 Bayesian Machine Learning 9. [Bayesian] “我是bayesian我怕谁”系列 - Gaussian Process[ignore] 随机过程 [Scikit-learn] 1.1 Generalized Linear Mo…

Conjugate prior relationships The following diagram summarizes conjugate prior relationships for a number of common sampling distributions. Arrows point from a sampling distribution to its conjugate prior distribution. The symbol near the arrow indic…

Beta分布: 二项式分布(Binomial distribution): 多项式分布: Beta分布: Beta分布是二项式分布的共轭先验(conjugate prior) Dirichlet Distribution: 共轭先验可以使得先验分布和后验分布的形式相同 如果先验分布和似然函数可以使得先验分布和后验分布有相同的形式,那么就称先验分布与似然函数是共轭的 likelihood 似然函数 conjugate prior 共轭先验 posterior 后验 Normal  均匀分布 Nor…

The Brain as a Universal Learning Machine This article presents an emerging architectural hypothesis of the brain as a biological implementation of a Universal Learning Machine.  I present a rough but complete architectural view of how the brain work…

In statistics and in statistical physics, Gibbs sampling or a Gibbs sampler is aMarkov chain Monte Carlo (MCMC) algorithm for obtaining a sequence of observations which are approximated from a specifiedmultivariate probability distribution (i.e. from…

From: https://alexanderetz.com/2015/07/25/understanding-bayes-updating-priors-via-the-likelihood/ Reading note. In a previous post I outlined the basic idea behind likelihoods and likelihood ratios. Likelihoods are relatively straightforward to under…

https://www.quora.com/How-do-I-learn-mathematics-for-machine-learning   How do I learn mathematics for machine learning? Promoted by Time Doctor Software for productivity tracking. Time tracking and productivity improvement software with screenshots…

Let $X=\{x_1,x_2,...,x_n\}$ be a finite set and let $P$ be a probability function defined on all subsets of $X$ with $P(\{x_i\})=a_i,~1\leq i \geq n,~0<a_i<1$ for i and $\sum^{n}_{i=1}=1$. $X$ together with $P$ is a discrete (finite) probability dis…