Bayesian Inference

Say we are given the evidence

i.e., we are given a set of independent

observations, data
 Bayesian Inference (cont'd.)

The parameter we are interested in is

considered to be a random variable
 Bayesian Inference (cont'd.)

Assume we know or are given

Prior (distribution)

We also know the distribution of the observed

data given the parameter

Likelihood
 Bayesian Inference (cont'd.)

Using Bayes rule,

where,

Therefore,

Posterior (distribution) Likelihood Prior

 The posterior mean

Commonly used point estimate,

 Bayesian Inference (cont'd.)

Point estimate

The posterior mean

Maximum likelihood (ML)

Maximum a posteriori (MAP)

Bayesian estimation Where we calculate

the entire posterior probability distribution.