18. Bayesian Statistics (cont.)

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  • Опубликовано: 7 фев 2025
  • 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 confidence regions and Bayesian estimation.
    License: Creative Commons BY-NC-SA
    More information at ocw.mit.edu/terms
    More courses at ocw.mit.edu

Комментарии • 10

  • @lazywarrior
    @lazywarrior 5 лет назад +4

    At 11:00, he is doing the univariate case, so the det part can be omitted. For the multivariate case, you need the additional fact that det(AB) = det(A)*det(B), and the result follows similarly.

  • @chaitanyakandwal7827
    @chaitanyakandwal7827 20 дней назад

    Thank you so much Prof. Rigollet !

  • @mathom21
    @mathom21 6 лет назад +5

    This is what I was looking for. Mamy thanks MIT.

  • @not_amanullah
    @not_amanullah Месяц назад +1

    this is helpful ♥️🤍

  • @not_amanullah
    @not_amanullah Месяц назад +1

    thanks ♥️🤍

  • @brainstormingsharing1309
    @brainstormingsharing1309 4 года назад +3

    Absolutely well done and definitely keep it up!!! 👍👍👍👍👍

  • @jasonqian746
    @jasonqian746 6 лет назад +5

    Really is an excellent lecture, helped a lot with my understanding of Bayesian Stats. In the Non-informative priors section, is the unbounded case actually where an improper prior needed?

    • @xuchuan6401
      @xuchuan6401 22 дня назад

      No, for example, u(0,1) is also a non-informative prior

  • @콘충이
    @콘충이 2 года назад +2

    Thanks!

  • @henry_immanuel02
    @henry_immanuel02 3 года назад +1

    ❤️