Lecture 16 - Credible intervals and HPD, Bayesian model selection, Bayes factors, Empirical Bayes скачать в хорошем качестве

Lecture 16 - Credible intervals and HPD, Bayesian model selection, Bayes factors, Empirical Bayes

Lecture PDF: https://www.dropbox.com/s/htkz3ons61b... Summarizing posterior distributions; MAP estimation, drawbacks of MAP estimation, MAP estimation and reparametrization; Credible intervals, HPD intervals, Example in Bayesian inference for a difference in proportions; Model selection and cross validation; AIC information criterion; Posterior over models, model evidence, Bayesian Occam’s Razor, Bayesian model Comparison; Bayes factors and Jeffreys scale of evidence, Examples, Jeffreys-Lindley Paradox; Computing the marginal likelihood for conjugate prior models; Laplace approximation; Bayesian information criterion; Akaike information criterion; Effect of the prior on marginal likelihood; Empirical Bayes.