yasubei
June 01, 2019
150

# ベイズ勉強会メモ#8

24. Maximum a psteriori 事後確率最大推定
25. Baysian Approach ベイズ推定
26. ML, MAP, Bayes

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

June 01, 2019

## Transcript

1. .BYJNVNBQTUFSJPSJࣄޙ֬཰࠷େਪఆ

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

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

4. ΤϏσϯεʹ͸В͕ͳ͍
औΓআ͚Δ

5. #BZTJBO"QQSPBDIϕΠζਪఆ

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

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

8. ੵ෼ͷ͓͞Β͍ɹ
ࢀߟ63-IUUQTXXXLXBOTFJBDKQIT[TVHBLVTFLJCVOIUFJTFLJUFJTFLJIUN

9. ੵ෼ͷ͓͞Β͍ɹ
ࢀߟ63-IUUQTXXXLXBOTFJBDKQIT[TVHBLVTFLJCVOIUFJTFLJUFJTFLJIUN

10. .- ."1 #BZFT

11. ਪఆ஋ɹҎ֎͸
શ෦̌ͱͳΔ
σϧλؔ਺Λߟ͑Δ
̂
θ

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

ʙ ೔
ʙl ݄
ʙz