Bayesian inference in the context of Mathematical statistics


Bayesian inference in the context of Mathematical statistics

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⭐ Core Definition: Bayesian inference

Bayesian inference (/ˈbziən/ BAY-zee-ən or /ˈbʒən/ BAY-zhən) is a method of statistical inference in which Bayes' theorem is used to calculate a probability of a hypothesis, given prior evidence, and update it as more information becomes available. Fundamentally, Bayesian inference uses a prior distribution to estimate posterior probabilities. Bayesian inference is an important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide range of activities, including science, engineering, philosophy, medicine, sport, and law. In the philosophy of decision theory, Bayesian inference is closely related to subjective probability, often called "Bayesian probability".

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Bayesian inference in the context of Point estimation

In statistics, point estimation involves the use of sample data to calculate a single value (known as a point estimate since it identifies a point in some parameter space) which is to serve as a "best guess" or "best estimate" of an unknown population parameter (for example, the population mean). More formally, it is the application of a point estimator to the data to obtain a point estimate.

Point estimation can be contrasted with interval estimation: such interval estimates are typically either confidence intervals, in the case of frequentist inference, or credible intervals, in the case of Bayesian inference. More generally, a point estimator can be contrasted with a set estimator. Examples are given by confidence sets or credible sets. A point estimator can also be contrasted with a distribution estimator. Examples are given by confidence distributions, randomized estimators, and Bayesian posteriors.

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Bayesian inference in the context of Phylogenomics

Phylogenomics is the intersection of the fields of evolution and genomics. The term has been used in multiple ways to refer to analysis that involves genome data and evolutionary reconstructions. It is a group of techniques within the larger fields of phylogenetics and genomics. Phylogenomics draws information by comparing entire genomes, or at least large portions of genomes. Phylogenetics compares and analyzes the sequences of single genes, or a small number of genes, as well as many other types of data. Four major areas fall under phylogenomics:

  • Prediction of gene function
  • Establishment and clarification of evolutionary relationships
  • Gene family evolution
  • Prediction and retracing lateral gene transfer.

The ultimate goal of phylogenomics is to reconstruct the evolutionary history of species through their genomes. This history is usually inferred from a series of genomes by using a genome evolution model and standard statistical inference methods (e.g. Bayesian inference or maximum likelihood estimation).

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Bayesian inference in the context of Bayesian statistics

Bayesian statistics (/ˈbziən/ BAY-zee-ən or /ˈbʒən/ BAY-zhən) is a theory in the field of statistics based on the Bayesian interpretation of probability, where probability expresses a degree of belief in an event. The degree of belief may be based on prior knowledge about the event, such as the results of previous experiments, or on personal beliefs about the event. This differs from a number of other interpretations of probability, such as the frequentist interpretation, which views probability as the limit of the relative frequency of an event after many trials. More concretely, analysis in Bayesian methods codifies prior knowledge in the form of a prior distribution.

Bayesian statistical methods use Bayes' theorem to compute and update probabilities after obtaining new data. Bayes' theorem describes the conditional probability of an event based on data as well as prior information or beliefs about the event or conditions related to the event. For example, in Bayesian inference, Bayes' theorem can be used to estimate the parameters of a probability distribution or statistical model. Since Bayesian statistics treats probability as a degree of belief, Bayes' theorem can directly assign a probability distribution that quantifies the belief to the parameter or set of parameters.

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Bayesian inference in the context of Edwin Thompson Jaynes

Edwin Thompson Jaynes (July 5, 1922 – April 30, 1998) was the Wayman Crow Distinguished Professor of Physics at Washington University in St. Louis. He wrote extensively on statistical mechanics and on foundations of probability and statistical inference, initiating in 1957 the maximum entropy interpretation of thermodynamics as being a particular application of more general Bayesian/information theory techniques (although he argued this was already implicit in the works of Josiah Willard Gibbs). Jaynes strongly promoted the interpretation of probability theory as an extension of logic.

In 1963, together with his doctoral student Fred Cummings, he modeled the evolution of a two-level atom in an electromagnetic field, in a fully quantized way. This model is known as the Jaynes–Cummings model.

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