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预测推断、充分性、熵与渐近似然原则AI 解读

The objective of inferring stochastic models from a set of data is to obtain the best description, by using a probability model, of the statistical behaviour of future samples of the process. A conceptual repeated sampling experiment is considered for evaluating a predictive distribution used to describe such future observations and leads to an asymptotic likelihood principle. Considerations of likelihood and sufficiency lead to the use of entropy or the Kullback–Leibler…

预测推断、充分性、熵与渐近似然原则AI 解读

The objective of inferring stochastic models from a set of data is to obtain the best description, by using a probability model, of the statistical behaviour of future samples of the process. A conceptual repeated sampling experiment is considered for evaluating a predictive distribution used to describe such future observations and leads to an asymptotic likelihood principle. Considerations of likelihood and sufficiency lead to the use of entropy or the Kullback–Leibler…