Bayesian inference and Gaussian processes

author:Carl Edward Rasmussen, Max Planck Institute
published: Aug. 20, 2007,   recorded: August 2007,   views: 3663
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Reviews and comments:

Comment1 Kebi_ww, January 14, 2008 at 6:22 p.m.:

The guy is actually cool. I like this talk. Thanks for uploading.


Comment2 Reader, June 3, 2008 at 7:17 p.m.:

Slide 6.
"Notice: the likelihood function is a probability distribution over observations, not over parameters."

Likelihood function is a function (probability distribution) of a parameter, not the observations:
L(pi|D) or L(pi) is the likelihood function
p(D|pi) is the condition probability
Ref:
1. R. Hogg, A. Craig Introduction to Mathematical Statistics, 4th Ed 1978, p 202.
2. E. Lehmann, G Cassela Theory of Point Estimation (Springer Texts in Statistics) , 2nd Ed, 2003, p. 238
3. http://en.wikipedia.org/wiki/Likelihood


Comment3 Reader, June 3, 2008 at 8:03 p.m.:

Slide 10.
Usage of the Beta distribution with alpha=beta=1 is not correct description of the Leaner B case: probabilities p(pi=0) and p(pi=1) will never be obtained. Therefore, instead of informative prior (Beta distribution with alpha=beta=1) the non-informative prior (Beta distribution with alpha=beta=0) has to be used.


Comment4 Reader, July 28, 2009 at 4:17 a.m.:

Reader #2 is right!!! Come on, how this guy can say such a blunder!?


Comment5 Markus, November 1, 2009 at 1:54 a.m.:

Readers #2 and #4 have a misunderstanding here: the likelihood function really takes two arguments, observed data and model parameters. It will then give you the probability (up to a proportionality constant) of the observed data given the model parameters, i.e. you obtain a probability distribution _over observations_ given the parameters. You do _not_ get a probability distribution over parameters. This is exactly what the slides say and is perfectly consistent with the references that reader #2 provides. Reader #2 conflates "function of a parameter" and "probability distribution of a parameter", which is clearly wrong here.

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