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贝叶斯推理

Bayesian Inference
课程网址: http://videolectures.net/mlss2011_green_bayesian/  
主讲教师: Peter Green
开课单位: 布里斯托尔大学
开课时间: 2011-10-12
课程语种: 英语
中文简介:
推断是从数据中发现可能已经导致或生成该数据的机制,或者至少解释它的过程。目标的变化可能只是简单地预测未来的数据,或者更加雄心勃勃地得出有关科学或社会真理的结论。在应用数学的语言中,这些是反问题。贝叶斯推断是关于使用概率来做所有这些。其优势之一是可以同时和连贯地考虑问题中的所有不确定性来源。它是基于模型的(在机器学习的语言中,这些是生成模型),我们可以使用贝叶斯方法来选择和批评我们使用的模型。
课程简介: Inference is the process of discovering from data about mechanisms that may have caused or generated that data, or at least explain it. The goals are varied - perhaps simply predicting future data, or more ambitiously drawing conclusions about scientific or societal truths. In the language of applied mathematics, these are inverse problems. Bayesian inference is about using probability to do all this. One of its strengths is that all sources of uncertainty in a problem can be simultaneously and coherently considered. It is model-based (in the language of machine learning, these are generative models), and we can use Bayesian methods to choose and criticize the models we use.
关 键 词: 社会真理; 应用数学; 贝叶斯方法
课程来源: 视频讲座网
最后编审: 2019-07-23:cwx
阅读次数: 150