Bayesian inference Flashcards Preview

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Flashcards in Bayesian inference Deck (9)
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1
Q

Interpretation of confidence intervals in bayesian inference

A
  • The confidence is the probability that the true value of the parameter is contained in the interval.
  • In the frequentist perspective the confidence is the probability that this specific interval contains the true value of the parameter. Here the random variable is the interval.
2
Q

Conjugate pairs

A

Both the likelihood and the posterior belong to the same family

3
Q

Consistency of the bayesian estimators

A
4
Q

Conjugate prior

A

A prior is conjugate for a family of distributions if the prior and the posteriors are of the same family

5
Q

Asymptotic normality

A
  • Well specified likelihood is needed to coincide with the asymptotic distribution of the ML estimator
6
Q

Jeffrey’s prior

A
7
Q

Kullback leibler

A
8
Q

Consistency of posterior distribution

A
9
Q

Bernstein-von Mises

A