An un-summarized change.
parent
4f725bfc51
commit
7d17bcf0b4
22
scratch.page
22
scratch.page
|
@ -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:
|
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}
|
{\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
|
||||||
|
|
||||||
|
$$
|
||||||
|
P(A|B) = \frac{P(B | A)\, P(A)}{P(B)}
|
||||||
|
$$
|
Loading…
Reference in New Issue