Bayes Theorem

Bayes Theorem

Creator
Creator
Alan JoAlan Jo
Created
Created
2019 Dec 29 13:56
Editor
Editor
Alan JoAlan Jo
Edited
Edited
2023 Nov 21 11:27

Bayes's rule

사후확률을 사전확률과 likelihood를 이용하여 계산하는 방법
확률적 사고방식을 표현하는 공식일 뿐
Conditional probability
,
Joint Probability
,
Marginalization
정의로 유도되는 한 형태
관측되기 전과 후에 모델의 파라미터에 대한 확률 분포가 어떻게 변하는지에 따라 차이
그래서 자동차 열기 예시가 베이즈 확률을 잘 설명해주는 사례
prior probability과 새로운 증거evidence에 따른 업데이트된 믿음의 정도를 계산하는 공식
사후확률을 계산하기 위해 조건부확률을 사용
likelihood is probability that fits evidence among target prior
notion image
We can chain is
Hyperparameter
used to determine prior and not is the reason that 하이퍼파라미터 알파와 베타가 사전확률 분포를 결정하는 데 사용되지만, 데이터 D와 모델 파라미터 theta 간의 관계에는 영향을 미치지 않는다
 
Bayes Theorem Notion
 
 
 
notion image
notion image
 
 
Bayes theorem, the geometry of changing beliefs
Perhaps the most important formula in probability. Help fund future projects: https://www.patreon.com/3blue1brown An equally valuable form of support is to simply share some of the videos. Special thanks to these supporters: http://3b1b.co/bayes-thanks Home page: https://www.3blue1brown.com The quick proof: https://youtu.be/U_85TaXbeIo Interactive made by Reddit user Thoggalluth: https://nskobelevs.github.io/p5js/BayesTheorem/ The study with Steve: https://science.sciencemag.org/content/185/4157/1124 http://www.its.caltech.edu/~camerer/Ec101/JudgementUncertainty.pdf You can read more about Kahneman and Tversky's work in Thinking Fast and Slow, or in one of my favorite books, The Undoing Project. Contents: 0:00 - Intro example 4:09 - Generalizing as a formula 10:13 - Making probability intuitive 13:35 - Issues with the Steve example ------------------ These animations are largely made using manim, a scrappy open-source python library: https://github.com/3b1b/manim If you want to check it out, I feel compelled to warn you that it's not the most well-documented tool, and it has many other quirks you might expect in a library someone wrote with only their own use in mind. Music by Vincent Rubinetti. Download the music on Bandcamp: https://vincerubinetti.bandcamp.com/album/the-music-of-3blue1brown Stream the music on Spotify: https://open.spotify.com/album/1dVyjwS8FBqXhRunaG5W5u If you want to contribute translated subtitles or to help review those that have already been made by others and need approval, you can click the gear icon in the video and go to subtitles/cc, then "add subtitles/cc". I really appreciate those who do this, as it helps make the lessons accessible to more people. ------------------ 3blue1brown is a channel about animating math, in all senses of the word animate. And you know the drill with YouTube, if you want to stay posted on new videos, subscribe: http://3b1b.co/subscribe Various social media stuffs: Website: https://www.3blue1brown.com Twitter: https://twitter.com/3blue1brown Reddit: https://www.reddit.com/r/3blue1brown Instagram: https://www.instagram.com/3blue1brown_animations/ Patreon: https://patreon.com/3blue1brown Facebook: https://www.facebook.com/3blue1brown
Bayes theorem, the geometry of changing beliefs
 
 

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