MAP/MLE

• https://stats.stackexchange.com/questions/95898/ml-vs-map-estimation-when-to-use-which

• 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]\displaystyle{ p(x|\theta) }[/math]를 maximize. 반면 MAP는 [math]\displaystyle{ p(\theta | x) }[/math]를 maximize. x가 fixed이므로 MAP는 결국 [math]\displaystyle{ p(\theta)p(x | \theta) }[/math]를 maximize하는것. [math]\displaystyle{ p(\theta) }[/math]를 알고 있다면 같은 문제가 된다.