Lecture Notes on Bayesian Estimation and …

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This is page 1Printer: Opaque thisLecture Notes on Bayesian Estimation andClassificationM ario A. T. Figueiredo,Instituto de Telecomunica c oes, andInstituto Superior T ecnico1049-001 LisboaPortugal(Email address: Copyright by the author. DO NOT 20042This is page 3Printer: Opaque thisContents1 Introduction to Bayesian Decision Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . Statistical Decision theory . . . . . . . . . . . . . . . . . . Basic Elements . . . . . . . . . . . . . . . . . . . . . Frequentist Risk Function and Decision Rules . . . . Bayesian Decision theory . . . . . . . . . . . . . . . . . . . Subjective Probabilities and Degrees of Belief . . . . A Posteriori Expected Loss and Bayesian Decisions . Bayes Risk . . . . . . . . . . . . . . . . . . . . . . . Admissibility of Bayesian Rules.)

This is page 7 Printer: Opaque this 1 Introduction to Bayesian Decision Theory 1.1 Introduction Statistical decision theory deals with situations where decisions have to be

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