Bayesian or Frequentist, Which Are You? By Michael I. Jordan (Part 1 of 2)

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  • เผยแพร่เมื่อ 21 พ.ค. 2024
  • Recorded: September 2009
    at the Department of Electrical Engineering and Computer Sciences, UC Berkeley.
    Part 1 of 2.
    ______________________________________
    download the Slides:
    videolectures.net/site/normal_...
    0:00 Are You a Bayesian or a Frequentist?
    1:28 Statistical Inference
    6:37 Machine Learning
    10:11 Decison-Theoretic Perspective -1
    13:01 Decison-Theoretic Perspective -2
    18:19 Decison-Theoretic Perspective -3
    19:55 Coherence and Calibration
    25:23 The Bayesian World
    27:04 Subjective Bayes
    34:03 Objective Bayes
    36:44 Frequentist Perspective
    39:21 Frequentist Activities
    50:35 Outline -1
    50:50 Surrogate Loss Functions
    52:02 Motivating example: Decentralized Detection
    53:18 Decentralized Detection
    54:27 Decentralized Detection (cont.)
    56:57 Perspectives -1
    1:00:16 f-divergences
    1:01:24 Why the f-divergence?
    1:04:03 Statistical Machine Learning Perspective
    1:04:48 Margin-Based Loss Functions
    1:05:40 Estimation Based on a Convex Surrogate Loss
    1:07:02 Some Theory for Surrogate Loss Functions
    1:08:38 Outline -2
    1:09:39 Setup -1
    1:11:28 Profiling
    1:13:44 Some Examples
    1:14:19 Link -1
    1:15:00 Conjugate Duality
    1:15:49 Link -2
    1:17:12 The Easy Direction
    1:18:20 The Direction Has a Constructive Consequence -1
    1:19:07 Example - Hellinger distance
    1:20:45 Example - Variational distance
    1:21:24 Example - Kullback-Leibler divergence
    1:21:29 Bayes Consistency -1
    _____________________
    Source: videolectures.net/mlss09uk_jor...

ความคิดเห็น • 15

  • @matt-stam
    @matt-stam 4 ปีที่แล้ว +67

    Thanks, I'm sure quite a few people from Lex's podcast will be wanting to check this out :)

    • @chensong250
      @chensong250 4 ปีที่แล้ว +3

      +1 from Lex's podcast!

  • @krakenmetzger
    @krakenmetzger 4 ปีที่แล้ว +44

    This guy is so much better than LeBron why is there even a debate

    • @khoavo5758
      @khoavo5758 9 หลายเดือนก่อน +1

      At basketball, maybe. But I believe LeBron is still a better statistician.

  • @mereel77
    @mereel77 4 ปีที่แล้ว +8

    Lex sent me here. Thanks for posting! The main Google hit for this video directs to a website so old that it expects the user to be on Windows 95. Video refuses to play on my machine.

    • @newredroses
      @newredroses  4 ปีที่แล้ว +5

      You are very welcome! I figured many others would benefit from it being on youtube.

  • @peterhall6656
    @peterhall6656 3 ปีที่แล้ว +1

    I swing both ways. I've found it works.

  • @charudattamanwatkar8340
    @charudattamanwatkar8340 ปีที่แล้ว +2

    Slides: mlg.eng.cam.ac.uk/mlss09/mlss_slides/Jordan_1.pdf

  • @Flylikea
    @Flylikea 6 หลายเดือนก่อน

    I was hoping to find a few "I'm just confused" but nah😅 everyone is solid in their outlook😂

  • @kwccoin3115
    @kwccoin3115 หลายเดือนก่อน

    Cannot see the slide and all download are outdated. Sad.

  • @amezquita98
    @amezquita98 18 วันที่ผ่านมา

    where are the slides??

  • @grahamhenry9368
    @grahamhenry9368 2 ปีที่แล้ว +1

    I don’t understand the dilemma. Bayes theorem is a theorem that is trivially proved. There’s absolutely no question as to whether it’s correct or not.
    Is the question about the accuracy of the chosen prior? If you have enough samples the prior doesn’t matter because you’ll converge on the truth either way. If you don’t have enough data for a frequentist convergence then isn’t the prior the best you can do?

    • @aazimlakhani8250
      @aazimlakhani8250 ปีที่แล้ว

      Thank you for posting your Q. I'd like to answer your Q. Before that, i need to clarify, "What is the dilemma ?"

  • @lachlanchristie9342
    @lachlanchristie9342 3 ปีที่แล้ว +4

    Who here in 2025

    • @alexdamman6805
      @alexdamman6805 หลายเดือนก่อน

      Currently April 2024. Captivating talk. Very real world.