"MAP/MLE"의 두 판 사이의 차이
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(새 문서: https://stats.stackexchange.com/questions/95898/ml-vs-map-estimation-when-to-use-which [https://www.quora.com/What-is-the-difference-between-Maximum-Likelihood-ML-and-Maximum-a-Poste...) |
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(같은 사용자의 중간 판 하나는 보이지 않습니다) | |||
1번째 줄: | 1번째 줄: | ||
− | https://stats.stackexchange.com/questions/95898/ml-vs-map-estimation-when-to-use-which | + | * https://stats.stackexchange.com/questions/95898/ml-vs-map-estimation-when-to-use-which |
− | [https://www.quora.com/What-is-the-difference-between-Maximum-Likelihood-ML-and-Maximum-a-Posteri-MAP-estimation What is the difference between Maximum Likelihood (ML) and Maximum a Posteri (MAP) estimation?](Quora) | + | * [https://www.quora.com/What-is-the-difference-between-Maximum-Likelihood-ML-and-Maximum-a-Posteri-MAP-estimation What is the difference between Maximum Likelihood (ML) and Maximum a Posteri (MAP) estimation?](Quora) |
+ | ** https://www.quora.com/What-is-the-difference-between-probability-and-likelihood-1/answer/Jason-Eisner<br>MLE는 <math>p(x|\theta)</math>를 maximize. 반면 MAP는 <math>p(\theta | x)</math>를 maximize. x가 fixed이므로 MAP는 결국 <math>p(\theta)p(x | \theta)</math>를 maximize하는것. <math>p(\theta)</math>를 알고 있다면 같은 문제가 된다. |
2017년 5월 3일 (수) 23:32 기준 최신판
- What is the difference between Maximum Likelihood (ML) and Maximum a Posteri (MAP) estimation?(Quora)
- https://www.quora.com/What-is-the-difference-between-probability-and-likelihood-1/answer/Jason-Eisner
MLE는 [math]p(x|\theta)[/math]를 maximize. 반면 MAP는 [math]p(\theta | x)[/math]를 maximize. x가 fixed이므로 MAP는 결국 [math]p(\theta)p(x | \theta)[/math]를 maximize하는것. [math]p(\theta)[/math]를 알고 있다면 같은 문제가 된다.
- https://www.quora.com/What-is-the-difference-between-probability-and-likelihood-1/answer/Jason-Eisner