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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.

7 votes

Why break down the denominator in Bayes' Theorem?

Previous replies are detailed enough, but an intuitive way of looking why $P (A) $ (ie dinominator in the Bayes theorem) is broken into two cases. It is hard to comment about what is the $P(A)$ witho …
suncoolsu's user avatar
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3 votes
2 answers
474 views

Subjective Bayesian's care for real world validation and classical statistician's worry abou...

I was thinking about CI and subjective Bayesian and I have following two questions: If a subjective (not objective) Bayesian would care if her predictions don't do well in the real world. …
suncoolsu's user avatar
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5 votes
Accepted

What to call this intermediate step in my maximum a posteriori calculation?

Using the terminology of Profile Likelihood from the maximum likelihood estimation theory, your way of finding the $f$ may be called profile posterior distribution.
suncoolsu's user avatar
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17 votes
Accepted

Addressing model uncertainty

There is another camp in Bayesian world which recommends model averaging. Notable being, Dr. Raftery. Bayesian model averaging. … This website of Chris Volinksy is a comprehensive source of Bayesian model averging. Some other works are here. …
suncoolsu's user avatar
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4 votes

Are these equivalent representations of the same hierarchical Bayesian model?

The only similarity in the two models is the general type of models they belong to, otherwise they are not similar in general as pointed out by M. Tibbits. Both these models belong the class of hiera …
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2 votes
Accepted

Updating a beta-binomial

Lets see if I understand Harlan's (and Srikant's) formulation correctly. $$\pi_1 \sim beta(\alpha_1,\beta_1)$$ $$\pi_2 \sim beta(\alpha_2,\beta_2)$$ Say, $\pi_1$ corresponds to the set of data for w …
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2 votes

Problem in evaluating naive Bayes

A naive Bayes classifier, as the names suggests, is a simple application of Bayes' Theorem. Basically, it calculates the probabilities of quantities of interest (generally unobserved, called parameter …
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2 votes

Bayes' Theorem and Agresti-Coull: Will it blend?

Brown, Cai, and DasGupta, AS, 2002 Brown, Cai, and DasGupta, Stat Sci, 2001 I don't know if I understand you correctly, but in my knowledge the above two papers are the most cited ones recently when i …
suncoolsu's user avatar
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19 votes
2 answers
6k views

Nonparametric Bayesian analysis in R

I am looking for a good tutorial on clustering data in R using hierarchical dirichlet process (HDP) (one of the recent and popular nonparametric Bayesian methods). … There is DPpackage (IMHO, the most comprehensive of all the available ones) in R for nonparametric Bayesian analysis. …
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6 votes
Accepted

Deriving mathematical model of pLSA

I am assuming you want to derive: \begin{align*} P(w,d) = \sum_{c} P(c) P(d|c) P(w|c) &= P(d) \sum_{c} P(c|d) P(w|c) \end{align*} Further, this is similar to Probabilistic latent semantic indexing …
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6 votes

Confidence intervals for regression parameters: Bayesian vs. classical

Bayesian Data Analysis. CRC Press. Section 3.6 Edit: Ringold, the behavior observed by you is consistent with the Bayesian idea. … The Bayesian Credible Interval (CI) is generally wider than the classical ones. …
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4 votes
Accepted

Bayesian inference for multinomial distribution with asymmetric prior knowledge?

You have framed your question very well. I think what you are looking for here is a case of hierarchical modeling. And you may want to model multiple layers of hierarchy (at the moment you only talk …
suncoolsu's user avatar
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18 votes

What's the difference between a confidence interval and a credible interval?

Fisher was trying to find a way different from both the classical statistics (of Neyman School) and the bayesian school (hence the famous adage from Savage: "Fisher wanted to make a Bayesian omelette ( … ie using CP) without breaking the Bayesian eggs"). …
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