第二章概率论及贝叶斯学习.pdfVIP

第二章 概率论与贝叶斯学习 徐增林、吴洪 电子科技大学计算机学院 *Many slides based on Japser Snoek ’s Slides, Inmar Givoni’s Slides, Danny Tarlow ’s slides, Sam Roweis’s review of probability, Bishop ’s book, Murphy ’s book, and some images from Wikipedia 2017年春季 1 2 频率论方法 （Frequentist ）通过大量独立实验 将概率解释为统计均值 （大数定律） ；贝叶 斯方法 （Bayesian）则将概率解释为信念度 （ degree of belief ） 。当考虑的试验次数非常少 的时候，贝叶斯方法的解释非常有用。此外 ，贝叶斯理论将我们对于随机过程的先验知 识纳入考虑，当我们获得的新数据的时候， 这个先验的概率分布就会被更新到后验分布 中。 Why Represent Uncertainty? • The world is full of uncertainty – “Is there a person in this image?” – “What will the weather be like today?” – “Will I like this movie?” • We’re trying to build systems that understand and (possibly) interact with the real world • We often can’t prove something is true, but we can still ask how likely different outcomes are or ask for the most likely explanation 4 Notation 5 Joint Probability Distribution 6 The Rules of Probability 7 Bayes’ Rule 8 9 Applying Bayes Rule 10 Independence 11 Continuous Random Variables 12 Summarizing Probability