Sunday, October 21, 2018

How to choose priors?

The logic of science  by Jaynes chapter eleven  covers the maximum entropy principle for choosing priors and gives it an axiomatic treatment 

Mit lecture start from 8 to 35.   " It's the humble way of assigning prior probabilities" - 
Fun lecture!
If you like it the full course on information is here 

A presentation on different ways to choose priors that covers among other things the principle of maximum entropy under  constraints 
And another one 


Sunday, October 14, 2018

Under the Bayesian setting, probabilities represent our brief on the state of the world which we can update incrementally after each experiment.   This naturally lead to sequential processes.     See https://drive.google.com/file/d/1Y_1jwI91TVBVVwYhPZPg2tezp3E0t0_E/view?usp=sharing

  Our next ML study group meeting will take place on Monday the 8 th  of October.   I'll cover the contraction theorem.   See relevant s...