Statistical Decision Theory and Bayesian Analysis 笔记
目录
一些概念不太理解
对于很多概念的区别不太清晰,如:
Decision rule vs action
Bayesian expected loss vs Bayes risk vs frequentist risk vs risk function of a decision rule
Risk vs Loss
Bayes action vs Bayes rule
action vs Bayes action
Rule vs Bayes rule
Bayesian expected loss
Note: 这里为何叫Bayesian?
Frequentist Risk
Decision rule: A function from X(data) to A(action). For no-data problem, a decision rule is simply an action.