« Théorème de Bernstein-von Mises » : différence entre les versions
(Page créée avec « ==en construction== == Définition == XXXXXXXXX == Français == ''' XXXXXXXXX ''' == Anglais == ''' Bernstein–Von Mises Theorem''' The Bernstein–Von Mises theorem... ») |
(Aucune différence)
|
Version du 15 décembre 2020 à 19:10
en construction
Définition
XXXXXXXXX
Français
XXXXXXXXX
Anglais
Bernstein–Von Mises Theorem
The Bernstein–Von Mises theorem states that the more data available for sampling, the less influence the prior probability has on a prediction model, at least for common Bayesian inference models that have a specific set of constraints. As the data pool expands, the posterior distribution grows more independent of the prior probability assumption and the posterior’s curve looks just like (is asymptotic to) a sampling distribution drawn from a maximum likelihood estimator.
Contributeurs: Imane Meziani, Jean Benoît Morel, wiki