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  2. Gibbs sampling - Wikipedia

    en.wikipedia.org/wiki/Gibbs_sampling

    Gibbs sampling is named after the physicist Josiah Willard Gibbs, in reference to an analogy between the sampling algorithm and statistical physics.The algorithm was described by brothers Stuart and Donald Geman in 1984, some eight decades after the death of Gibbs, [1] and became popularized in the statistics community for calculating marginal probability distribution, especially the posterior ...

  3. Variational Bayesian methods - Wikipedia

    en.wikipedia.org/wiki/Variational_Bayesian_methods

    Variational Bayesian methods are a family of techniques for approximating intractable integrals arising in Bayesian inference and machine learning.They are typically used in complex statistical models consisting of observed variables (usually termed "data") as well as unknown parameters and latent variables, with various sorts of relationships among the three types of random variables, as ...

  4. Bayesian statistics - Wikipedia

    en.wikipedia.org/wiki/Bayesian_statistics

    The maximum a posteriori, which is the mode of the posterior and is often computed in Bayesian statistics using mathematical optimization methods, remains the same. The posterior can be approximated even without computing the exact value of P ( B ) {\displaystyle P(B)} with methods such as Markov chain Monte Carlo or variational Bayesian methods .

  5. Thurstonian model - Wikipedia

    en.wikipedia.org/wiki/Thurstonian_model

    The Gibbs-sampler based approach to estimating model parameters is due to Yao and Bockenholt (1999). [3] Step 1: Given β, Σ, and r i, sample z i. The z ij must be sampled from a truncated multivariate normal distribution to preserve their rank ordering. Hajivassiliou's Truncated Multivariate Normal Gibbs sampler can be used to sample ...

  6. Principle of maximum entropy - Wikipedia

    en.wikipedia.org/wiki/Principle_of_maximum_entropy

    It is however, possible in concept to solve for a posterior distribution directly from a stated prior distribution using the principle of minimum cross-entropy (or the Principle of Maximum Entropy being a special case of using a uniform distribution as the given prior), independently of any Bayesian considerations by treating the problem ...

  7. Maximum a posteriori estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_a_posteriori...

    In contrast, Bayesian posterior expectations are invariant under reparameterization. As an example of the difference between Bayes estimators mentioned above (mean and median estimators) and using a MAP estimate, consider the case where there is a need to classify inputs x {\displaystyle x} as either positive or negative (for example, loans as ...

  8. GOP-led states quickly mirror Trump’s policy agenda

    www.aol.com/gop-led-states-quickly-mirror...

    In his nearly four weeks in office, President Donald Trump has unveiled a constant stream of policy priorities in quick succession, from shrinking government, to cutting taxes, to waging a war on ...

  9. Posterior predictive distribution - Wikipedia

    en.wikipedia.org/wiki/Posterior_predictive...

    In Bayesian statistics, the posterior predictive distribution is the distribution of possible unobserved values conditional on the observed values. [1] [2]Given a set of N i.i.d. observations = {, …,}, a new value ~ will be drawn from a distribution that depends on a parameter , where is the parameter space.