《DHSch3part2.pptVIP

Chapter 3:Maximum-Likelihood and Bayesian Parameter Estimation (part 2) Bayesian Estimation (BE) Bayesian Parameter Estimation: Gaussian Case Bayesian Parameter Estimation: General Estimation Problems of Dimensionality Computational Complexity Component Analysis and Discriminants Hidden Markov Models Bayesian Estimation (Bayesian learning to pattern classification problems) In MLE ? was supposed fix In BE ? is a random variable The computation of posterior probabilities P(?i | x) lies at the heart of Bayesian classification Goal: compute P(?i | x, D) Given the sample D, Bayes formula