Empirijski Bajes
Empirijski Bajes (EB) je strategija estimacije, koju je uveo Herbert Robbins 1956. godine i koju su Bradley Efron i Carl Morris 1973. razvili u praktične "shrinkage" estimatore, u kojoj se hiperparametri prethodne distribucije procenjuju iz posmatranih podataka putem marginalne verodostojnosti, umesto da se unapred specificiraju. Rezultirajuća posteriorna distribucija zadržava Bajesovu strukturu, ali zamenjuje subjektivne hiperparametre onima koji su vođeni podacima, premošćujući frekventističko "shrinkage" i potpunu Bajesovu inferenciju.
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Izvori
- Robbins, H. (1956). An empirical Bayes approach to statistics. In J. Neyman (Ed.), Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, Vol. 1 (pp. 157–164). University of California Press. DOI: 10.1525/9780520313880-015 ↗
- Efron, B., & Morris, C. (1973). Stein's estimation rule and its competitors — An empirical Bayes approach. Journal of the American Statistical Association, 68(341), 117–130. DOI: 10.1080/01621459.1973.10481350 ↗
- Carlin, B. P., & Louis, T. A. (2000). Bayes and Empirical Bayes Methods for Data Analysis (2nd ed.). Chapman & Hall/CRC. ISBN: 978-1584881704
- Efron, B., & Hastie, T. (2016). Computer Age Statistical Inference: Algorithms, Evidence, and Data Science. Cambridge University Press. ISBN: 978-1107149892
Kako citirati ovu stranicu
ScholarGate. (2026, June 3). Empirical Bayes Estimation. ScholarGate. https://scholargate.app/sr/bayesian/empirical-bayes
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Bejzijevska regresijaBajesovska statistika↔ compare
- Markov Chain Monte Carlo (MCMC)Bajesovska statistika↔ compare
- Model sa mešovitim efektimaStatistika↔ compare
- Rigidna regresijaMašinsko učenje↔ compare
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