Lecture 9: Bayesian Hypothesis
Bayesian HypothesisL summarises uncertainty based on actual data
Provides probabilistic evidence in favor of the plausibility of Ha
Provides clear rules for stopping data collection
P(H|D): posterior probability
How certain we are that hypothesis H is true, given data D
Predicts probability of values based on data
P(H): prior probability
Describes how sure we are that H was true, before observed data D
Assumes that every H is equally probable
Relies on prior evidence
P(D|H): likelihood
If you were to assume that H is true, this is the probability that you would have observed data D.
P(D): marginal likelihood
This is the probability that you would have observed data D, whether H is true or not.
Density curve
Bayesian HypothesisL summarises uncertainty based on actual data
Provides probabilistic evidence in favor of the plausibility of Ha
Provides clear rules for stopping data collection
P(H|D): posterior probability
How certain we are that hypothesis H is true, given data D
Predicts probability of values based on data
P(H): prior probability
Describes how sure we are that H was true, before observed data D
Assumes that every H is equally probable
Relies on prior evidence
P(D|H): likelihood
If you were to assume that H is true, this is the probability that you would have observed data D.
P(D): marginal likelihood
This is the probability that you would have observed data D, whether H is true or not.
Density curve
