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  2. 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.

  3. 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 ...

  4. Bayes estimator - Wikipedia

    en.wikipedia.org/wiki/Bayes_estimator

    In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function (i.e., the posterior expected loss). Equivalently, it maximizes the posterior expectation of a utility function.

  5. 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.

  6. Bayesian network - Wikipedia

    en.wikipedia.org/wiki/Bayesian_network

    A Bayesian network (also known as a Bayes network, Bayes net, belief network, or decision network) is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). [1] While it is one of several forms of causal notation, causal networks are special cases of Bayesian ...

  7. Conjugate prior - Wikipedia

    en.wikipedia.org/wiki/Conjugate_prior

    In Bayesian probability theory, if, given a likelihood function (), the posterior distribution is in the same probability distribution family as the prior probability distribution (), the prior and posterior are then called conjugate distributions with respect to that likelihood function and the prior is called a conjugate prior for the likelihood function ().

  8. Bayesian probability - Wikipedia

    en.wikipedia.org/wiki/Bayesian_probability

    Bayesian probability (/ ˈ b eɪ z i ə n / BAY-zee-ən or / ˈ b eɪ ʒ ən / BAY-zhən) [1] is an interpretation of the concept of probability, in which, instead of frequency or propensity of some phenomenon, probability is interpreted as reasonable expectation [2] representing a state of knowledge [3] or as quantification of a personal belief.

  9. Two envelopes problem - Wikipedia

    en.wikipedia.org/wiki/Two_envelopes_problem

    It is of special interest in decision theory and for the Bayesian interpretation of probability theory. It is a variant of an older problem known as the necktie paradox. The problem is typically introduced by formulating a hypothetical challenge like the following example: Imagine you are given two identical envelopes, each containing money ...