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  2. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    Bayes' theorem is named after Thomas Bayes (/ b eɪ z /), a minister, statistician, and philosopher. Bayes used conditional probability to provide an algorithm (his Proposition 9) that uses evidence to calculate limits on an unknown parameter. His work was published in 1763 as An Essay Towards Solving a Problem in the Doctrine of Chances.

  3. Bayesian game - Wikipedia

    en.wikipedia.org/wiki/Bayesian_game

    A Bayesian-Nash Equilibrium of a Bayesian game is a Nash equilibrium of its associated ex-ante normal form game. In a non-Bayesian game, a strategy profile is a Nash equilibrium if every strategy in that profile is a best response to every other strategy in the profile; i.e., there is no strategy that a player could play that would yield a ...

  4. Bayesian statistics - Wikipedia

    en.wikipedia.org/wiki/Bayesian_statistics

    Bayesian statistics (/ ˈ b eɪ z i ə n / BAY-zee-ən or / ˈ b eɪ ʒ ən / BAY-zhən) [1] is a theory in the field of statistics based on the Bayesian interpretation of probability, where probability expresses a degree of belief in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous ...

  5. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    Download as PDF; Printable version; In other projects ... Application of maximum-likelihood estimation in Bayes decision theory ... is the sample mean. This is solved ...

  6. Bayesian inference - Wikipedia

    en.wikipedia.org/wiki/Bayesian_inference

    Bayesian inference (/ ˈ b eɪ z i ə n / BAY-zee-ən or / ˈ b eɪ ʒ ən / BAY-zhən) [1] is a method of statistical inference in which Bayes' theorem is used to calculate a probability of a hypothesis, given prior evidence, and update it as more information becomes available.

  7. An Essay Towards Solving a Problem in the Doctrine of Chances

    en.wikipedia.org/wiki/An_Essay_towards_solving_a...

    Stephen M. Stigler (1982). "Thomas Bayes's Bayesian Inference," Journal of the Royal Statistical Society, Series A, 145:250–258. (Stigler argues for a revised interpretation of the essay; recommended) Isaac Todhunter (1865). A History of the Mathematical Theory of Probability from the time of Pascal to that of Laplace, Macmillan. Reprinted ...

  8. Bayesian persuasion - Wikipedia

    en.wikipedia.org/wiki/Bayesian_persuasion

    Bayesian persuasion is a special case of a principal–agent problem: the principal is the sender and the agent is the receiver. It can also be seen as a communication protocol , comparable to signaling games ; [ 2 ] the sender must decide what signal to reveal to the receiver to maximize their expected utility .

  9. Influence diagram - Wikipedia

    en.wikipedia.org/wiki/Influence_diagram

    An influence diagram (ID) (also called a relevance diagram, decision diagram or a decision network) is a compact graphical and mathematical representation of a decision situation. It is a generalization of a Bayesian network , in which not only probabilistic inference problems but also decision making problems (following the maximum expected ...