Bayesian Inference

Intermediate

Updating beliefs about parameters using observed evidence and prior distributions.

Full Definition

Updating beliefs about parameters using observed evidence and prior distributions.

Keywords

priors posteriors

Domains

AI Economics & Strategy

Related Terms

Probability Distribution used in

Describes likelihoods of random variable outcomes.

 MAP Estimation related to

Bayesian parameter estimation using the mode of the posterior distribution.

 Convex Optimization related to

Optimization problems where any local minimum is global.

 Non-Convex Optimization related to

Optimization with multiple local minima/saddle points; typical in neural networks.

 Saddle Point related to

A point where gradient is zero but is neither a max nor min; common in deep nets.

 KL Divergence related to

Measures how one probability distribution diverges from another.

 Mutual Information related to

Quantifies shared information between random variables.

 Fisher Information related to

Measures how much information an observable random variable carries about unknown parameters.

 Maximum Likelihood Estimation related to

Estimating parameters by maximizing likelihood of observed data.

Concept Map

See how Bayesian Inference connects to other concepts.

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