Timeline for Different definitions of Bayes risk
Current License: CC BY-SA 4.0
8 events
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| Aug 2, 2020 at 15:32 | comment | added | Josh | Thanks @Xi'an I just fixed the comment: Re-posting: this is a great answer (BTW I love your book!). QQ on the above, where does Empirical risk fit above? I know it's a Monte Carlo approximation of a type of statistical risk, but which type? | |
| Aug 2, 2020 at 14:10 | comment | added | Xi'an | @Josh: I am afraid I do not see the link with empirical risk in either question or answer. | |
| Aug 2, 2020 at 14:09 | history | edited | Xi'an | CC BY-SA 4.0 |
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| Aug 1, 2020 at 15:52 | history | edited | Josh | CC BY-SA 4.0 |
added 23 characters in body
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| Mar 28, 2018 at 8:18 | vote | accept | user32849 | ||
| Mar 27, 2018 at 15:40 | comment | added | Xi'an | Yes, this is a correct summary. And the Bayes estimate is found by minimising the posterior expected risk for each value of $x$, provided Fubini's theorem applies. | |
| Mar 27, 2018 at 15:23 | comment | added | user32849 | Thanks! So to clarify: Bayes risk in 1. = your posterior expected loss, risk in 2. = your frequentist risk, Bayes risk in 2. = your integrated risk, and the risk attained by the minimizing (Bayes) estimator for 2. = your Bayes risk, correct? Also, is it true that $\delta^\pi$ always minimizes both globally as well as for each $x$, as you seem to imply? | |
| Mar 27, 2018 at 14:26 | history | answered | Xi'an | CC BY-SA 3.0 |