TERMIUM Plus®

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BAYESIAN MODEL [1 record]

Record 1 2022-04-30

English

Subject field(s)
  • Modelling (Mathematics)
  • Probability (Statistics)
CONT

A Bayesian model is composed of both a model for the data (likelihood) and a prior distribution on model parameters. Model selection usually refers to choosing between different models for the data (likelihoods). But it can also concern choosing between models with the same likelihood but different priors. In Bayesian model comparison, prior probabilities are assigned to each of the models, and these probabilities are updated given the data according to Bayes rule.

French

Domaine(s)
  • Modélisation (Mathématique)
  • Probabilités (Statistique)
CONT

Rappelons qu'un modèle bayésien est la conjonction d'un modèle d'occurence de données (vraisemblance) et d'un modèle d'expertise (loi à priori). [...] Un choix de modèle bayésien est basé sur la loi à posteriori des différents modèles, c'est-à-dire sur les probabilités conditionnelles aux observations [...]

Spanish

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