Bayesian classification question Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Expectation of normal random variable conditionally on one observationGibbs sampler for local linear trend modelBayesian posterior with truncated normal priorWordy Bayesian QuestionBayesian decision theory - Minimax risk in minimum-error-rate classificationBayes Estimator with Two ParametersBayesian decision rule for disease classificationnoise-free Gaussian Process likelyhoodNonparametric Bayesian estimation of several black-box functions of different variables from their noisy sumsBayes Rule and Bayesian Risk
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Bayesian classification question
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Expectation of normal random variable conditionally on one observationGibbs sampler for local linear trend modelBayesian posterior with truncated normal priorWordy Bayesian QuestionBayesian decision theory - Minimax risk in minimum-error-rate classificationBayes Estimator with Two ParametersBayesian decision rule for disease classificationnoise-free Gaussian Process likelyhoodNonparametric Bayesian estimation of several black-box functions of different variables from their noisy sumsBayes Rule and Bayesian Risk
$begingroup$
$x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
N(mathbfmu_j,Omega):j=1,2$, the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.
i)Find the Bayesian classification rule.
ii)Show that the overall Bayesian classification error is
$$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
where $Phi(·)$ is the distribution function of N(0,1).
I am only able to specify the decision as
$$
brevedelta= left{ beginarrayrcl
1
& f(x|1)/f(x|2)ge1 \ 0 & otherwise
endarrayright.
$$
$$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$
And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).
bayesian
$endgroup$
add a comment |
$begingroup$
$x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
N(mathbfmu_j,Omega):j=1,2$, the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.
i)Find the Bayesian classification rule.
ii)Show that the overall Bayesian classification error is
$$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
where $Phi(·)$ is the distribution function of N(0,1).
I am only able to specify the decision as
$$
brevedelta= left{ beginarrayrcl
1
& f(x|1)/f(x|2)ge1 \ 0 & otherwise
endarrayright.
$$
$$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$
And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).
bayesian
$endgroup$
add a comment |
$begingroup$
$x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
N(mathbfmu_j,Omega):j=1,2$, the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.
i)Find the Bayesian classification rule.
ii)Show that the overall Bayesian classification error is
$$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
where $Phi(·)$ is the distribution function of N(0,1).
I am only able to specify the decision as
$$
brevedelta= left{ beginarrayrcl
1
& f(x|1)/f(x|2)ge1 \ 0 & otherwise
endarrayright.
$$
$$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$
And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).
bayesian
$endgroup$
$x^n=(x_1,...,x_n)$ i.id. $fin: mathcalF=
N(mathbfmu_j,Omega):j=1,2$, the prior is $pi(1)=pi(2)=1/2$, with0-1 loss. The gola is to classify $x^n$ as a whole to one of the distribution in $mathcalF$.
i)Find the Bayesian classification rule.
ii)Show that the overall Bayesian classification error is
$$e(brevedelta)=1-Phi(sqrtnD),$$with $$D=fracsqrt(mu_2-mu_1)^TOmega^-1(mu_2-mu_1)2$$
where $Phi(·)$ is the distribution function of N(0,1).
I am only able to specify the decision as
$$
brevedelta= left{ beginarrayrcl
1
& f(x|1)/f(x|2)ge1 \ 0 & otherwise
endarrayright.
$$
$$f(x|1)/f(x|2)=exp(-frac12(-2x^TOmega^-1(mu_1-mu_2)+mu_1^TOmega^-1mu_1-mu_2^TOmega^-1mu_2))ge1$$
And the terms inside exp( ) should be greater than 0 but I don't know how to simplify the expression and I don't know how to solve for ii).
bayesian
bayesian
asked Mar 27 at 3:34
Chloe ZhouChloe Zhou
969
969
add a comment |
add a comment |
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