Lecture Notes on Bayesian Estimation and Classification - IT

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.)

8 1. Introduction to Bayesian Decision Theory the main arguments in favor of the Bayesian perspective can be found in a paper by Berger whose title, “Bayesian Salesmanship,” clearly reveals

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