An un-summarized change.

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Levi Pearson 2013-09-14 22:25:10 -06:00 committed by Levi Pearson
parent 4f725bfc51
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@ -18,6 +18,26 @@ the RSS values of each of the vector elements using $C_i$ as the
weight. It is calculated in this manner:
$$
\sigma_{F_s} = \frac{\sum_{i \in F_s} \sigma_i C_i}
\sigma_{F_s} = \frac{\sum_{i \in F_s} \sigma_i\, C_i}
{\sum_{i \in F_s} C_i}
$$
# Bayesian Regression
First, specify a set of probabilistic models of the data.
Let a member of this set be denoted by $\mathcal{R}_\alpha$
$\mathcal{R}_\alpha$ has a *prior* probability $P(\mathcal{H}_\alpha)$
On observation of $\mathcal{D}$, the *likelihood* of hypothesis
$\mathcal{R}_{\alpha}$ is
$\mathit{P}(\mathcal{D}|\mathcal{R}_{\alpha})$.
The *posterior* probability of $\mathcal{R}_{\alpha}$ is then given by
$\mathit{P}(\mathcal{H}_{\alpha})\mathit{P}(\mathcal{D}|\mathcal{H}_{\alpha})$
This follows from **Bayes' Theorem** which says
$$
P(A|B) = \frac{P(B | A)\, P(A)}{P(B)}
$$