Bayesian Inference

★★★★☆Undergraduate

📖Definition

Statistical inference combining prior knowledge with data to compute posterior probability

P(θ|data) ∝ P(data|θ) · P(θ)

Posterior ∝ Likelihood × Prior

Bayes factor: BF = P(data|M₁)/P(data|M₂)

예제 1

Spam filter

예제 2

Medical diagnosis

예제 3

Recommendation systems

Machine learning

Decision making

A/B testing

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