ほくそ笑む

R言語と統計解析について

Jeffreys' prior

In statistical estimation, the pair  (p(x|w), \varphi(w)) is statistical model which is optimized for given random samples. Hence, if  p(x|w) is fixed and  \varphi(w) is made coordinate-free, such a pair  (p(x|w), \varphi(w)) is not appropriate for statistical estimation in general.

p.222

Algebraic Geometry and Statistical Learning Theory (Cambridge Monographs on Applied and Computational Mathematics)

Algebraic Geometry and Statistical Learning Theory (Cambridge Monographs on Applied and Computational Mathematics)