Distribution prédictive postérieure

Définition

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Posterior Predictive

The posterior predictive is a distribution for predicting future, unknown data values based upon the data currently available. In Bayesian inference, a prior probability assumption is tested and updated with new observations from a sample. This generates a posterior probability distribution. Once this distribution is graphed, the next parameter values (points on the graph) can be predicted. Confidence in the predication is expressed as the likelihood function determined by the type of probability distribution chosen for the posterior probability.

In frequentist inference, this can still be used, as long as the likelihood function and prior probability are conjugates, i.e. expressed using the same parameter distribution technique.

Source : DeepAI.org