[SciPy-User] Unit testing of Bayesian estimator
Mon Nov 9 13:47:10 CST 2009
On 11/09/2009 12:06 PM, Anne Archibald wrote:
> 2009/11/9 Bruce Southey<email@example.com>:
>> I do not know what you are trying to do with the code as it is not my
>> area. But you are using some empirical Bayesian estimator
>> (http://en.wikipedia.org/wiki/Empirical_Bayes_method) and thus you lose
>> much of the value of Bayesian as you are only dealing with modal
>> estimates. Really you should be obtaining the distribution of
>> "Probability the signal is pulsed" not just the modal estimate.
> Um. Given a data set and a prior, I just do Bayesian hypothesis
> comparison. This gives me a single probability that the signal is
> pulsed. You seem to be imagining a probability distribution for this
> probability - but what would the independent variables be? The
> unpulsed distribution does not depend on any parameters, and I have
> integrated over all possible values for the pulsed distribution. So
> what I get should really be the probability, given the data, that the
> signal is pulsed. I'm not using an empirical Bayesian estimator; I'm
> doing the numerical integrations directly (and inefficiently).
Here are two links on what I mean with reference to the binomial case:
TEACHING OF BAYESIAN ESTIMATION OF “P” PROBABILITY
IN A BERNOULLI PROCESS:
I do not know your area but you should be able to do something similar.
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