{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "## Bayes' theorem\n", "\n", "\n", "$ \\newcommand{\\thetavec}{\\boldsymbol{\\theta}} \\newcommand{\\pr}{\\textrm{p}}$\n", "\n", "Bayes' theorem with $\\thetavec$ the vector of parameters we seek.\n", "\n", "$$\n", " \\overbrace{\\pr(\\thetavec \\mid \\textrm{data})}^{\\textrm{posterior}} =\n", " \\frac{\\color{red}{\\overbrace{\\pr(\\textrm{data} \\mid \\thetavec)}^{\\textrm{likelihood}}} \\times\n", " \\color{blue}{\\overbrace{\\pr(\\thetavec)}^{\\textrm{prior}}}}\n", " {\\color{darkgreen}{\\underbrace{\\pr(\\textrm{data})}_{\\textrm{evidence}}}}\n", "$$\n", "\n", "If we view the prior as the initial information we have about $\\thetavec$, summarized as a probability density function, then Bayes' theorem tells us how to update that information after observing some data: this is the posterior pdf.\n", "\n", "\n", "We will go through [this post, \"Bayes' Theorem with Lego\"](https://www.countbayesie.com/blog/2015/2/18/bayes-theorem-with-lego).\n", "\n", "## Discussion: the Bayesian Brain hypothesis.\n", "\n", "Here is an [interesting article](https://towardsdatascience.com/the-bayesian-brain-hypothesis-35b98847d331), which might serve as a starting point, about this idea.\n", "\n", "## Further material\n", "\n", "* [Bayesian Statistics the Fun Way](https://katalog.ub.uni-freiburg.de/opac/RDSIndex/Search?lookfor=Bayesian%20Statistics%20the%20Fun%20Way%20&source=homepage)\n", "\n", "* [Doing Bayesian Data Analysis : A Tutorial with R, JAGS, and Stan\n", "John Kruschke](https://katalog.ub.uni-freiburg.de/opac/RDSIndex/Search?lookfor=Bayesian+Data+analysis+Kruschke&type=AllFields&limit=10&sort=py+desc)\n", "\n", "* https://www.3blue1brown.com/, especially https://www.youtube.com/watch?v=HZGCoVF3YvM\n" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.11.10" } }, "nbformat": 4, "nbformat_minor": 4 }