(ML 7.5) Beta-Bernoulli model (part 1)

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  • Опубліковано 22 чер 2011
  • The Beta distribution is a conjugate prior for the Bernoulli. We derive the posterior distribution and the (posterior) predictive distribution under this model.

КОМЕНТАРІ • 7

  • @williamkrebs1212
    @williamkrebs1212 8 років тому +1

    By hypothesis, x_i in {0,1}. So THETA^{I(x_i=1)}*(1-THETA)^{I(x_i=0)}
    = THETA^{x_i}*(1-THETA)^{1-x_i}. The indicator functions here are purely clutter.

  • @glaswasser
    @glaswasser 4 роки тому

    why is the mode of theta|D in the denominator a+b+n-2? If I substitute a=a+n1 and b = b+n0 I would get a+n1+b+n0-2 ? or is n just the sum of n0 and n1?

  • @PatrickViolette
    @PatrickViolette 9 років тому

    What is meant by "Indicator" function? (mentioned at time 4:04)

    • @chrisanderson1513
      @chrisanderson1513 8 років тому +1

      I haven't seen that part, but it is a 1 if some condition is true, otherwise a 0.

  • @ChernobylPizza
    @ChernobylPizza 4 роки тому

    When you say that the posterior is proportional to a Beta distribution I am not sure why you include "Beta(theta | a + n1, b + n0)" and not just Beta(a + n1, b + n0). I am not sure where the "theta | " part comes from.

  • @BerkayCelik
    @BerkayCelik 11 років тому

    Actually you are wrong, because n_0+n_1=n think as a bernoulli number of success (n_0) and non-success (n_1) and if you calculate the beta distribution of posterior they become n. So he is right.

  • @ChernobylPizza
    @ChernobylPizza 4 роки тому

    Also shouldn't this be called the "beta-binomial" model? You are combining a beta pdf with a binomial pdf, not a bernoulli pdf.