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贝叶斯参数估计
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贝叶斯参数估计
Encyclopedia
理学
参数估计方法
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Bayesian parameter estimation
贝叶斯参数估计
参数估计在统计学界主要分为频率主义和贝叶斯两个学派:在频率主义学派的观点中,参数是客观存在的固定数值,因而可通过优化似然函数、后验概率函数直接对参数进行估计,对应的方法为最大似然估计和最大后验概率估计;而在贝叶斯学派的观点中,参数是未观测到的随机变量,它服从一定的分布,因而需要先对待估计参数进行先验分布假设,然后基于观测到的数据来计算参数的后验分布,对应的方法即贝叶斯参数估计。
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