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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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Simple approximation of joint posterior
Consider the (hierarchical) Bayesian inference problem with two unknowns $(x,\theta)$ and data $y$. I'm using a very simple ("independence"?) …
18
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2
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Frequentism and priors
that frequentists use regularization by a cost/penalty function, while bayesians can make this a prior:
Frequentists realized that regularization was good, and use it quite commonly these days - and Bayesian …
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Bayesian and frequentist optimization and intervals
I realize the methodology pursued by the Frequentist and Bayesian camps generally differ. … Edit:
Actually, the optimization bit of my question is a bit misleading, as it is only a specific example of differences between Bayesian and Frequentist thinking. …
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Under which conditions do Bayesian and frequentist point estimators coincide?
With a flat prior, the ML (frequentist -- maximum likelihood) and the MAP (Bayesian -- maximum a posteriori) estimators coincide. … Here, $\mathbf{D}$ seems to be known as data/design matrix in the frequentist/Bayesian lingo, respectively. …