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where p(r | x) denotes the conditional joint probability density function of the observed series {r(t)} given that the underlying series has the values {x(t)}. In contrast, the related method of maximum a posteriori estimation is formally the application of the maximum a posteriori (MAP) estimation approach.
The Viterbi algorithm is a dynamic programming algorithm for obtaining the maximum a posteriori probability estimate of the most likely sequence of hidden states—called the Viterbi path—that results in a sequence of observed events.
In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.
It is closely related to the method of maximum likelihood (ML) estimation, but employs an augmented optimization objective which incorporates a prior density over the quantity one wants to estimate. MAP estimation is therefore a regularization of maximum likelihood estimation, so is not a well-defined statistic of the Bayesian posterior ...
Maximum Likelihood (also likelihood) optimality criterion is the process of finding the tree topology along with its branch lengths that provides the highest probability observing the sequence data, while parsimony optimality criterion is the fewest number of state-evolutionary changes required for a phylogenetic tree to explain the sequence data.
The main difference between EDAs and most conventional evolutionary algorithms is that evolutionary algorithms generate new candidate solutions using an implicit distribution defined by one or more variation operators, whereas EDAs use an explicit probability distribution encoded by a Bayesian network, a multivariate normal distribution, or ...
In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution. The more steps ...
Here is a simple version of the nested sampling algorithm, followed by a description of how it computes the marginal probability density = where is or : Start with N {\displaystyle N} points θ 1 , … , θ N {\displaystyle \theta _{1},\ldots ,\theta _{N}} sampled from prior.