17. Bayesian Statistics

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  • Опубликовано: 5 сен 2024
  • MIT 18.650 Statistics for Applications, Fall 2016
    View the complete course: ocw.mit.edu/18-...
    Instructor: Philippe Rigollet
    In this lecture, Prof. Rigollet talked about Bayesian approach, Bayes rule, posterior distribution, and non-informative priors.
    License: Creative Commons BY-NC-SA
    More information at ocw.mit.edu/terms
    More courses at ocw.mit.edu

Комментарии • 59

  • @sobhhi
    @sobhhi 2 года назад +40

    I been studying and working with mathematical statistics for almost 10 years. This is the first time I actually understand (intuitively) what the Bayesian approach is

    • @Eizengoldt
      @Eizengoldt 10 месяцев назад

      Explain

    • @sobhhi
      @sobhhi 10 месяцев назад

      @@Eizengoldt Explain what...?

    • @Eizengoldt
      @Eizengoldt 10 месяцев назад

      @@sobhhi what is the bayesian approach

    • @sobhhi
      @sobhhi 10 месяцев назад +7

      @@Eizengoldt The guy made a whole 2 hour lecture about it. I don't know if I can so simply collapse it for you into a RUclips comment.
      But if I had to: It's introducing "out of data information" to bias the solution of statistical estimation. The hope is that with good information, you can find a better solution than if you only used the data.

  • @JCResDoc94
    @JCResDoc94 6 лет назад +42

    39:05 This is it. Weighting definitions are where the magic lies.

  • @jakobandersson5605
    @jakobandersson5605 11 месяцев назад +3

    Great lecture and a great eraser! Could totally still see after he used that

  • @jacobm7026
    @jacobm7026 4 года назад +24

    *Student: Professor, can you write a little bigger so we can see?
    *Professor: It might be the board. Let me just change this blackboard to a whiteboard really quick. This eraser should help.

  • @programminginterviewsprepa7710
    @programminginterviewsprepa7710 Год назад +7

    Why cant all professors teach that good? Why did we need to suffer until this lecture?

  • @user-mn8th3ie1t
    @user-mn8th3ie1t 5 лет назад +11

    A great lecture. At 38.58 he should have said Likelihood of observing the data given that the data is distributed according to parameters theta

  • @Jahu-qs2us
    @Jahu-qs2us 3 года назад +11

    I updated my knowledge on bayesian statistics :)

  • @ugowhereiwent
    @ugowhereiwent 4 года назад +5

    Crazy, we estimate the probability of the mind. Bad that I don't already know the language. More homework if too much free time is a good way to progress. I like it. Means we should know where to put our mind to. There never should be too much. There is always more. Thanks...

  • @reinerwilhelms-tricarico344
    @reinerwilhelms-tricarico344 Год назад +2

    this fancy new automated camera following the professor gives me a vertigo.

  • @lazywarrior
    @lazywarrior 5 лет назад +7

    Beta distribution can be bimodal when both a and b are less than 1.

  • @lazywarrior
    @lazywarrior 5 лет назад +49

    He basically can write with the eraser instead!

  • @drazensvec3886
    @drazensvec3886 Год назад +1

    when you have to pee with prior belief that you don't know why you put a pie or where it is then the best approach is to squared it with iid. p.s. don't forget to include pmf/pdf.

  • @JCResDoc94
    @JCResDoc94 6 лет назад +8

    1:02:00 Gaussian Inference w/Bayesian Methods

  • @rohitdas475
    @rohitdas475 2 месяца назад

    Haven't started.. Thanks already :)

  • @chitrabisht5836
    @chitrabisht5836 6 лет назад +5

    Many Thanks Prof.

  • @fktudiablo9579
    @fktudiablo9579 3 года назад +8

    as a French, I really appreciate his English accent (too much "you know" tho)

    • @barcadna
      @barcadna 3 года назад

      It's not English as in "England".

  • @kevinshao9148
    @kevinshao9148 Год назад +1

    Would you please explain more, 1:01:06, why expectation not average? for beta(a,b) the expectation is average.

  • @haipingwang7075
    @haipingwang7075 Год назад +1

    This is at least my third time to watch this video, barely I feel I learned clearly. Thanks Lord!

  • @jk382jk
    @jk382jk 6 лет назад +11

    43:42 MCMC

    • @jieyong0731
      @jieyong0731 4 года назад

      interesting to see you here..

  • @juniorchancel943
    @juniorchancel943 3 года назад

    Very good content to understand Bayesian inference. Thanks prof.

  • @meltedbrains1
    @meltedbrains1 5 лет назад +13

    Was anybody else screaming out "LIKELIHOOD" at 38:45??

  • @mesplin3
    @mesplin3 5 лет назад +3

    How would something like a Bayes factor relate to a prior distribution?

  • @antonioruotolo6014
    @antonioruotolo6014 2 дня назад

    difficult to follow explanation an difficult to see 'foggy' blackboard

  • @enricoiraldo9057
    @enricoiraldo9057 10 месяцев назад

    not the best MIT professor in terms of clarity but still amazing lecture

  • @mahmudshamim1437
    @mahmudshamim1437 2 года назад

    MIT should invent a better quality borad cleaner. Its hard to read the writngs on the board when it is cleaened.

  • @economicriskcapitalmodelpr9849
    @economicriskcapitalmodelpr9849 6 лет назад +1

    excellent lecture.thanks a lot

  • @thebrokeconomist6538
    @thebrokeconomist6538 Год назад

    43:20 goes hard as fuck 💯💯💯😤😤👊👌 Now I finally can understand what is going on when i'm using BayesFactor

  • @leusmaximusx
    @leusmaximusx 8 месяцев назад +1

    why does a professor today still waste time writing lectures on greenboards , instead commenting on greenboards the students impressions ?

  • @venkateshramakrishnan9879
    @venkateshramakrishnan9879 2 года назад

    what is c-cell ?

  • @johnweistein8356
    @johnweistein8356 3 года назад

    It is much easier using a discrete random variable X to explain the posterior probability.

  • @karannchew2534
    @karannchew2534 2 года назад

    One third into the lecture, I'm lost.

  • @Rmpslb
    @Rmpslb 5 лет назад +7

    Camera man terrible.

    • @ikebipe
      @ikebipe 5 лет назад

      Fucking terrible

  • @haocqiu893
    @haocqiu893 6 лет назад

    These videos are helpful, but can't see lecture 16?

  • @miodraglovric5093
    @miodraglovric5093 4 года назад +1

    Beta distribution may be bimodal when both parameters are less than 1, and the curve is U shaped. Why they don't use whiteboards but these ugly blackboards?

  • @BlinkDrive555
    @BlinkDrive555 2 года назад

    Can you just stop walking while you are talking because the camera kept panning, it made me feel headache

  • @eugeneku3239
    @eugeneku3239 5 месяцев назад

    He looks a lot like Thomas Bayes.

  • @iirolenkkari9564
    @iirolenkkari9564 2 года назад +1

    Great lecture. Does anyone have good book tips about bayesian data analysis on longitudinal and time series data structures with R/Jags?
    More specifically, I have a case with several subjects and several observations within the subjects. In another case I only have one subject. In both cases, the consecutive observations are supposedly time-related.

  • @senselessnothing
    @senselessnothing 6 лет назад +2

    Unless you think of probability as belief in bayesian statistics, the whole framework makes no sense.
    Statistics aids human epistemology, it's not a replacement for it, even a UMP test result can be rejected as a definite method of learning on other relevant grounds.

  • @MM-du7je
    @MM-du7je 6 лет назад

    joe derosa teaches stats?

  • @chuzai2156
    @chuzai2156 4 года назад

    Finally,firstly time in this course saw so many cleaner writing XD. Eraser is horrible!!

  • @jessicarey8154
    @jessicarey8154 5 лет назад

    I know that chalk...

  • @shauncrawford5575
    @shauncrawford5575 11 месяцев назад +1

    wow ..people really still spending 100k a year to listen to this nonsense.

  • @anubhav2687
    @anubhav2687 5 лет назад +1

    ~21:45 0.52 is zero point five two, not point fifty two.---- basic mathematics.

    • @princegupta-ck7vt
      @princegupta-ck7vt 4 года назад

      ab tu math sikhayega

    • @morganhalle9905
      @morganhalle9905 4 года назад +22

      You understood what he meant to the exact precision intended, and so did everyone else. Ridiculous pedantry helps nobody.

    • @mckaylahephzibah8045
      @mckaylahephzibah8045 3 года назад +2

      Dude he french. zero virgule cinquante deux. he is translated directly.

    • @adhoc3018
      @adhoc3018 3 года назад +5

      Omg dude, you're so smart!