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Frequency school and Bayes school
2022-07-19 03:39:00 【elkluh】
Frequency school : They think the world is certain . They model directly for the event itself , That is to say, the event tends to a stable value in repeated experiments p, So this value is the probability of the event .
Is an unknown constant , x Is a randomly distributed variable .
MLE( Maximum likelihood estimation ,Maximum likelihood estimation): Estimated make p maximal
Bayesian school : They think the world is uncertain , People have a prediction about the world first , And then adjust this prediction through the observation data , Our goal is to find the best probability distribution to describe the world .
Is a random variable ,
Bayes theorem :
MAP( Maximum posterior estimate ,Maximum A posteriori)
Prior probability : The probability of predicting what an event is before you know what it is
Posterior probability : I know what the event is , To guess the probability of the occurrence of the event .
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