Selected Solutions to Kevin Murp
《machine learning a probabilistic perspective》部分习题解答,持续更新中
Chapter 3
Ex 3.2 Beta-Bernoulli模型的边缘似然函数
由3.3.4节得到,后验预测分布为
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则边际分布为
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Ex 3.3 Beta-Binomial模型的后验预测分布
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n = 1时
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Ex 3.4 Beta updating from censored likelihood
抛掷硬币5次,X为朝上次数。仅仅知道X < 3而不知道X的确切值,求相应后验概率(未归一化)结果为一个混合分布
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Ex 3.12 非共轭先验的Bernoulli分布参数的MAP估计
a
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b
当N很小时,采用a问题的先验可以得到比较好的估计,当N很大时采用Beta分布作为先验可以得到比较好的估计
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