随笔分类 - Bayesian data analysis
摘要:Useful link: https://cran.r-project.org/web/packages/rstan/vignettes/rstan.html https://mc-stan.org/loo/articles/loo2-example.html https://github.com/
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摘要:numerical integration, 数值积分。numerical integration refers to methods in which the integral over continuous function is evaluated by computing the value
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摘要:贝叶斯推断(英语:Bayesian inference)是推论统计的一种方法。这种方法使用贝叶斯定理,在有更多证据及信息时,更新特定假设的概率。p(θ|y) or p( ̃y|y) 如何理解 95% 置信区间? 很多答案当中用关于真值的概率描述来解释置信区间是不准确的。我们平常使用的频率学派(fre
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摘要:1. uncertainty aleatoric uncertainty 偶然不确定性 epistemic uncertainty 认知不确定性 2. probability VS likelihood Pr(data|distribution); L(distribution|data); The
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