ベイズ勉強会メモ#8

24. Maximum a psteriori 事後確率最大推定
25. Baysian Approach ベイズ推定
26. ML, MAP, Bayes

https://python-beginners-okinawa.connpass.com/event/133407/presentation/

Transcript

1. .BYJNVNBQTUFSJPSJࣄޙ֬཰࠷େਪఆ
   

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2. ࣄޙ֬཰Λ࠷େʹ͢Δ
   ύϥϝʔλВΛฦ͢
   ʢ."1ਪఆʣ
   ϕΠζͷఆཧͰ໬౓ͱࣄલ֬཰
   ෼෍ͷੵΛΤϏσϯεͰׂͬͨ΋ͷ
   ʹஔ͖׵͑ΒΕΔ
   σʔλ͕ͦΕͧΕಠཱͱԾఆ͢Δ
   ͱɺੵͰஔ͖׵͑ΒΕΔ
   

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3. ࣄ৅"͕ى͖Δલͷࣄ৅#ͷ֬཰ʢࣄલ֬཰ʣ
   P(B|A) =
   P(A|B)P(B)
   P(A)
   P(B)
   P(B|A) ࣄ৅"͕ى͖ͨޙͷࣄ৅#ͷ֬཰ʢࣄޙ֬཰ʣ
   ϕΠζͷఆཧ
   ϕΠζͷఆཧʢ͓͞Β͍ʣ
   

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4. ΤϏσϯεʹ͸В͕ͳ͍
   औΓআ͚Δ
   

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5. #BZTJBO"QQSPBDIϕΠζਪఆ
   

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6. ͭͷ࠷େͷύϥϝʔλΛܾΊ
   ͳ͖Ό͍͚ͳ͍ͷ͔ʁ
   ͠ͳ͍͍ͯ͘͡Όͳ͍͔ɻ
   ͲΜͳύϥϝʔλʹ
   ͍ͭͯ΋ࣄޙ֬཰͕ܭࢉͰ͖Δ
   ͷ͔ͩΒͦΕΛશ෦࢖͍·͠ΐ͏ɻ
   ͱ͍͏ͷ͕ϕΠζਪఆͷجຊతͳ
   ߟ͑ํɻ
   

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7. ৚݅෇͖ࣄޙ֬཰
   9*ʹσʔλ
   9ʹ৚݅෇͖ࣄޙ֬཰
   =
   ∫
   Pr(x*|θ)Pr(θ|x1...I
   )dθ
   =
   ∫
   Pr(x*, θ)Pr(x1...I
   )dθ
   = Pr(x*|x1...I
   )
   ಉ࣌෼෍
   पลԽ
   ϝϞɿͦ΋ͦ΋ͳΜͰ͜Μͳ਺ࣜʹͳΔͷ͔͕
   Θ͔Βͳ͍
   

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8. ੵ෼ͷ͓͞Β͍ɹ
   ࢀߟ63-IUUQTXXXLXBOTFJBDKQIT[TVHBLVTFLJCVOIUFJTFLJUFJTFLJIUN
   

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9. ੵ෼ͷ͓͞Β͍ɹ
   ࢀߟ63-IUUQTXXXLXBOTFJBDKQIT[TVHBLVTFLJCVOIUFJTFLJUFJTFLJIUN
   ਤ
   

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10. .- ."1 #BZFT
    

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12. ਪఆ஋ɹҎ֎͸
    શ෦̌ͱͳΔ
    σϧλؔ਺Λߟ͑Δ
    ̂
    θ
    

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13. ࣍ճ
    ɾ8PSLFEFYBNQMFਖ਼ن෼෍ͷਪఆ
    ɾ8PSLFEFYBNQMF.-
    ˞ಛʹ͕ͪΐͬͱ௕͍
    QPMM࣍ճ։࠵೔ϙνϙν͓ئ͍͠·͢ʙ ݄
    ʹ͸ܾΊ͍ͨ
    
    ౔
    ʙ ೔
    ʙl ݄
    ʙz
    

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