PRML阅读笔记2

继续PRML

第二章:

Binary Variables:

  • Bernouli Distribution, binomial distribution
  • conjugate prior –> beta distribution

Multinomial Variables:

  • multinomial distribution
  • conjugate prior –> Dirichlet distribution

The Gaussian Distribution:

  • univariate, multivariate, shape, limit
  • conditional Gaussian, Marginal Gaussian, Bayes’ theorem
  • Maximum likelihood, sequential estimation
  • conjugate prior –> unknown mean, unknown variance, and both
  • Mixtures of Gaussians

The exponential Family:

  • Bernoulli distribution –> logistic sigmoid function
  • Multinomilal distribution –> softmax function
  • conjugate priors

Nonparametric Methods:

  • histogram approach: p(i) = n(i) / (N * width of bin)
  • p(x) = K/NV: fix V and find K –> Kernel Estimator . fix K and find V –> K-nearest-nerghbour estimator
  • Kernel Estimator: estimate new data x according to old datas in V
  • K-nearest-nerghbour estimator: estimate new data x according to neighbors within K

import views:

1. posterior = prior * ML

2. conjugate prior

3. sequential model to deal with large dataset(update data with disgarding the old data)

4. Gaussian Distribution and its variation

5. nonparametic method

6. hyperparameter: to model the distribution of parameter