Lecture Notes on Bayesian Estimation and …

This is page 1 Printer: 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 20042 This is page 3 Printer: 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 .. Predictive Problems .. Inference versus Decision .. Bayesian Classification .. introduction .. Classification Under The 0/1 Loss Function .. A Special Case: Gaussian Observations.)

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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