# Questions tagged [bayesian]

Bayesian inference is a method of statistical inference that relies on treating the model parameters as random variables and applying Bayes' theorem to deduce subjective probability statements about the parameters or hypotheses, conditional on the observed dataset.

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### Understanding Probability in Non-Repetitive Events

In the context of events that cannot be repeated, such as stock prices, how is probability defined? Specifically, if I develop a statistical model to predict stock prices and claim it is 90% accurate, ...
1 vote
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### Rating update algorithm for doubles pickleball

I'm looking to track the rating of each player in a pickleball league using a spreadsheet. A concept like ELO seems like the right approach, but I'd like to track both a mean (rating) and sigma (...
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### What is the Gold Standard for Evaluating the Posterior of a Bayesian Regression Model?

Let me explain my meaning & the context: I mean evaluating the correctness of the posterior (e.g. for approximate Bayesian inference methods). I care mostly about Bayesian deep learning, I'd like ...
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### Bayesian prior distribution CS1A [closed]

I'm confused between option a and b please can you help
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### Flattening a likelihood

Background Let $y_1,y_2,\dots,y_K$ be a sequence of measurements. I've derived a likelihood $\mathcal{L}(y|i)$ to solve a classification problem via the Bayesian classifier p_k(i)=\...
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### Is distributions defining necessary for a DAG to be a causal bayesian network?

First, let's define the following abbreviations: Directed Acyclic Graph (DAG), Bayesian Network (BN), Causal Bayesian Network (CBN), Conditional Probability Table (CPT), Conditional Probability ...
291 views

### pymc3: Updating the standard error prior

I am estimating a Bayesian multiple regression using continuous data on both the dependent variable and the regressors. My goal is to iteratively estimate the coefficient distributions as more data ...
698 views

### Elementary statistics for jurors

I have been summoned for jury duty. I am conscious of the relevance of statistics to some jury trials. For example, the concept of "base rate" and its application to probability calculations is ...
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### How to solve this question about the beta distribution in a Bayesian analysis? [closed]

This question appeared in Prof. Babak Shahbaba's book (Biostatistics With R: An Introduction to Statistics Through Biological Data) in the questions of its chapter 13. Q4. Suppose that we are ...
1k views

### A question on Bayesian credible interval vs frequentist confidence interval

The difference of Bayesian credible interval (BCI) and the frequentist confidence interval (FCI) is well explained with a nice example in this answer. Here is my own summary of the situation in the ...
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### MCMC direct comparison of difference of two parameters

Say I have run a Hierarchical Bayesian model in STAN (or JAGS or BUGS) and I have the posterior samples of two slope parameters that I want to compare: $\beta_1$ and $\beta_2$. The model appears to ...
241 views

### Objective Bayesianism: Jeffreys priors vs reference priors vs principle of transformation groups

According to this answer, José Bernardo has produced an original theory of reference priors where he chooses the prior in order to maximise the information brought by the data by maximising the ...
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### Adding a magnitude penalty to a GAM

This is a follow-up to a previous question of mine, explaining the problem in more detail in the hopes of getting more precise advice. Consider the following structured additive regression model or ...
1 vote
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### Problem with bayesian implementation of a Time-lagged Linear Model in PyMC3

I am trying to build a GLM of a time-series y(t) with 2 predictor time series x1(t) and x2(t), where t is in days. But the second time-series influences y(t) with an unknown lag of l days. I was ...
835 views

### Probability of winning a game: frequentist vs Bayesian approach

Alice and Bob play the game - the rules of the game are not important, and after 8 rounds Alice has 5 points and Bob has 3 points. Every round one of 2 players gets 1 point and the winner of the game ...