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. 
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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. 
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   ϕΠζਪఆ
6. ͭͷ࠷େͷύϥϝʔλΛܾΊ ͳ͖Ό͍͚ͳ͍ͷ͔ʁ
   ͠ͳ͍͍ͯ͘͡Όͳ͍͔ɻ ͲΜͳύϥϝʔλʹ ͍ͭͯ΋ࣄޙ֬཰͕ܭࢉͰ͖Δ ͷ͔ͩΒͦΕΛશ෦࢖͍·͠ΐ͏ɻ ͱ͍͏ͷ͕ϕΠζਪఆͷجຊతͳ ߟ͑ํɻ
7. ৚݅෇͖ࣄޙ֬཰
   9*
   ʹσʔλ
   9
   ʹ
   ৚݅෇͖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-
   
   
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9. ੵ෼ͷ͓͞Β͍ɹ ࢀߟ63-
   
   
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10. 
    .-
    ."1
    #BZFT
12. ਪఆ஋ɹ
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    શ෦̌ͱͳΔ
    σϧλؔ਺Λߟ͑Δ ̂ θ
13. ࣍ճ
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    FYBNQMF
    
    ਖ਼ن෼෍ͷਪఆ
    ɾ
    8PSLFE
    FYBNQMF
    
    .-
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