Skip to content

Commit 692e4ba

Browse files
authored
Merge branch 'StatProofBook:master' into master
2 parents 20144f0 + ab7265d commit 692e4ba

31 files changed

Lines changed: 117 additions & 92 deletions

D/beta-data.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -21,7 +21,7 @@ username: "JoramSoch"
2121
---
2222

2323

24-
**Definition:** Beta-distributed data are defined as a set of proportions $y = \left\lbrace y_1, \ldots, y_n \right\rbrace$ with $y_i \in [0,1], \; i = 1,\ldots,n$, independent and identically distributed according to a [Beta distribution](/D/beta) with shapes $\alpha$ and $\beta$:
24+
**Definition:** Beta-distributed data are defined as a set of proportions $y = \left\lbrace y_1, \ldots, y_n \right\rbrace$ with $y_i \in [0,1], \; i = 1,\ldots,n$, independent and identically distributed according to a [beta distribution](/D/beta) with shapes $\alpha$ and $\beta$:
2525

2626
$$ \label{eq:beta-data}
2727
y_i \sim \mathrm{Bet}(\alpha,\beta), \quad i = 1, \ldots, n \; .

D/cvlme.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,7 @@ date: 2020-11-19 04:55:00
1010
title: "Cross-validated log model evidence"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log model evidence"
13+
topic: "Model evidence"
1414
definition: "Cross-validated log model evidence"
1515

1616
sources:

D/eblme.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,7 @@ date: 2020-11-25 07:43:00
1010
title: "Empirical Bayesian log model evidence"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log model evidence"
13+
topic: "Model evidence"
1414
definition: "Empirical Bayesian log model evidence"
1515

1616
sources:

D/fe.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -34,7 +34,7 @@ $$ \label{eq:fam}
3434
f \Leftrightarrow m_1 \vee \ldots \vee m_M \; .
3535
$$
3636

37-
Then, the family evidence (FE) of $f$ is defined as the [marginal probability](/D/prob-marg) relative to the [model evidences](/D/me) $p(y \vert m_i), conditional only on $f$:
37+
Then, the family evidence (FE) of $f$ is defined as the [marginal probability](/D/prob-marg) relative to the [model evidences](/D/me) $p(y \vert m_i)$, conditional only on $f$:
3838

3939
$$ \label{eq:fe}
4040
\mathrm{FE}(f) = p(y|f) \; .

D/lbf.md

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -10,8 +10,8 @@ date: 2020-07-22 07:02:00
1010
title: "Log Bayes factor"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log Bayes factor"
14-
definition: "Definition"
13+
topic: "Bayes factor"
14+
definition: "Log Bayes factor"
1515

1616
sources:
1717
- authors: "Soch J, Allefeld C"

D/lfe.md

Lines changed: 3 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -10,8 +10,8 @@ date: 2020-07-13 22:31:00
1010
title: "Log family evidence"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log family evidence"
14-
definition: "Definition"
13+
topic: "Family evidence"
14+
definition: "Log family evidence"
1515

1616
sources:
1717
- authors: "Soch J, Allefeld C"
@@ -34,13 +34,7 @@ $$ \label{eq:fam}
3434
f \Leftrightarrow m_1 \vee \ldots \vee m_M \; .
3535
$$
3636

37-
Then, the family evidence of $f$ is the weighted average of the [model evidences](/D/ml) of $m_1, \ldots, m_M$ where the weights are the within-family [prior model probabilities](/D/prior)
38-
39-
$$ \label{eq:fe}
40-
p(y|f) = \sum_{i=1}^M p(y|m_i) \, p(m_i|f) \; .
41-
$$
42-
43-
The log family evidence is given by the logarithm of the family evidence:
37+
Then, the log family evidence is given by the logarithm of the [family evidence](/D/fe):
4438

4539
$$ \label{eq:lfe}
4640
\mathrm{LFE}(f) = \log p(y|f) = \log \sum_{i=1}^M p(y|m_i) \, p(m_i|f) \; .

D/lme.md

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -10,8 +10,8 @@ date: 2020-02-25 12:56:00
1010
title: "Log model evidence"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log model evidence"
14-
definition: "Definition"
13+
topic: "Model evidence"
14+
definition: "Log model evidence"
1515

1616
sources:
1717
- authors: "Soch J, Allefeld C"
@@ -28,7 +28,7 @@ username: "JoramSoch"
2828
---
2929

3030

31-
**Definition:** Let $m$ be a [full probability model](/D/fpm) with [likelihood function](/D/lf) $p(y \vert \theta, m)$ and [prior distribution](/D/prior) $p(\theta \vert m)$. Then, the log model evidence (LME) of this model is defined as the logarithm of the [marginal likelihood](/D/ml):
31+
**Definition:** Let $m$ be a [full probability model](/D/fpm) with [likelihood function](/D/lf) $p(y \vert \theta, m)$ and [prior distribution](/D/prior) $p(\theta \vert m)$. Then, the log model evidence (LME) of $m$ is defined as the logarithm of the [marginal likelihood](/D/ml) of this model:
3232

3333
$$ \label{eq:LME}
3434
\mathrm{LME}(m) = \log p(y|m) \; .

D/uplme.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,7 @@ date: 2020-11-25 07:28:00
1010
title: "Uniform-prior log model evidence"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log model evidence"
13+
topic: "Model evidence"
1414
definition: "Uniform-prior log model evidence"
1515

1616
sources:

D/vblme.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,7 @@ date: 2020-11-25 08:10:00
1010
title: "Variational Bayesian log model evidence"
1111
chapter: "Model Selection"
1212
section: "Bayesian model selection"
13-
topic: "Log model evidence"
13+
topic: "Model evidence"
1414
definition: "Variational Bayesian log model evidence"
1515

1616
sources:

I/DbA.md

Lines changed: 5 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -8,14 +8,16 @@ title: "Definition by Author"
88

99
- [Sample covariance](/D/cov-samp)
1010

11-
### JoramSoch (170 definitions)
11+
### JoramSoch (174 definitions)
1212

1313
- [Akaike information criterion](/D/aic)
1414
- [Alternative hypothesis](/D/h1)
1515
- [Bayesian information criterion](/D/bic)
1616
- [Bayesian model averaging](/D/bma)
1717
- [Bernoulli distribution](/D/bern)
1818
- [Beta distribution](/D/beta)
19+
- [Beta-binomial data](/D/betabin-data)
20+
- [Beta-binomial distribution](/D/betabin)
1921
- [Beta-distributed data](/D/beta-data)
2022
- [Binomial distribution](/D/bin)
2123
- [Binomial observations](/D/bin-data)
@@ -64,6 +66,7 @@ title: "Definition by Author"
6466
- [Explained sum of squares](/D/ess)
6567
- [Exponential distribution](/D/exp)
6668
- [F-distribution](/D/f)
69+
- [Family evidence](/D/fe)
6770
- [Flat, hard and soft prior distribution](/D/prior-flat)
6871
- [Full probability model](/D/fpm)
6972
- [Full width at half maximum](/D/fwhm)
@@ -100,6 +103,7 @@ title: "Definition by Author"
100103
- [Method-of-moments estimation](/D/mome)
101104
- [Minimum](/D/min)
102105
- [Mode](/D/mode)
106+
- [Model evidence](/D/me)
103107
- [Moment](/D/mom)
104108
- [Moment-generating function](/D/mgf)
105109
- [Multinomial distribution](/D/mult)

0 commit comments

Comments
 (0)