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统计理论
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混合模型简介与高斯混合模型
高斯混合模型混合模型概述In statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual obser原创 2020-11-26 20:29:45 · 2686 阅读 · 0 评论 -
贝叶斯推理(Bayesian inference)
Reference: Wikipedia:Bayesian_inferenceBayesian inference is a method of statistical inference in which Bayes’ theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an impor.原创 2020-11-25 23:30:00 · 13953 阅读 · 0 评论 -
边际似然函数(贝叶斯统计背景下)
边际似然函数统计学中,边际似然函数(marginal likelihood function 或 integrated likelihood)是一种似然函数,其中某些参数变量被边缘化。在贝叶斯统计的背景下,它常常代指证据evidence或模型证据model evidence。概念给定一组独立同分布的数据点X=(x1,…,xn)X = ({x_1}, \ldots ,{x_n})X=(x1,…,xn),其中xi∼p(xi∣θ){x_i} \sim p({x_i}|\theta )xi∼p(xi∣原创 2020-11-25 16:57:56 · 8705 阅读 · 0 评论