23 мар. 2016 г. · You have the formula for Bayes risk right, but you have the second moment of the prior distribution wrong, and then algebra at the end wrong. I ...

11 нояб. 2018 г. · My goal is to derive the Bayes risk of the Bayes estimator δ(X). My textbook seems to define (it's not actually clear to me...) Bayes risk under the squared ...

11 дек. 2017 г. · The Bayes risk can be computed explicitly even in the case where the common covariance matrix Σ is not a multiple of the identity matrix.

14 янв. 2017 г. · The Bayes risk returns one single number for each estimator and hence allows for a ranking of all estimators.

28 июл. 2020 г. · In chapter 7, they begin to debate the James-Stein estimator by calculating the Bayes rule, or Bayes posterior mean.

27 мар. 2018 г. · Bayes risk in 1. = your posterior expected loss, risk in 2. = your frequentist risk, Bayes risk in 2. = your integrated risk, and the risk attained by the ...

29 мая 2019 г. · I know that ˉX and ˉY are minimax under squared error loss since their variance is fixed, and a sequence of Bayes estimators can be constructed ...

8 февр. 2015 г. · The Bayes risk is the frequentist risk averaged over the parameter space against to the prior distribution λ. The notion turns a function of ...

27 сент. 2016 г. · The basic idea of Bayesian updating is that given some data X and prior over parameter of interest θ, where the relation between data and parameter is ...

14 окт. 2018 г. · A Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function.