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Prova del factor de Bayes×Regressió Bayesiana×
CampBayesiàBayesià
FamíliaBayesian methodsBayesian methods
Any d'origen1961
Autor originalHarold Jeffreys
TipusBayesian hypothesis comparisonBayesian linear model
Font seminalJeffreys, H. (1961). Theory of Probability (3rd ed.). Clarendon Press / Oxford University Press. ISBN: 978-0198503682Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
Àliesbayes factor, BF10, Bayesian hypothesis test, Bayes Faktörü — Hipotez Testibayesian linear regression, probabilistic regression, bayesian regresyon
Relacionats32
ResumThe Bayes factor test, formalised by Harold Jeffreys in 1961, is a Bayesian method for comparing two competing hypotheses. Rather than returning a binary reject/retain verdict, it produces a continuous ratio BF₁₀ that quantifies how much more (or less) probable the data are under the alternative hypothesis H₁ than under the null hypothesis H₀.Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.
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