Common distribution:

About conjugate prior relationship

Time Series Analysis

EM algorithms:

Andrew Ng

E: Get a lowerbound of likelihood.Jensen's Inequality: E(f(x)) >= f(E(X))

M: Maximize that lowerbound


Machine Learning Summer School 2009 - Cambridge

Overview of ML methods sLDA HDP. YW Teh EPX
Prior: representing knowledge or belief about an unknown quantity
Point estimaation:
P(theta|x) = p(x|theta)p(theta)/p(x)
MLE: maximize likelihood probability -> p(x|theta). fits the data as much as possible
MAP: maximize posteriori prob -> p(theta|x)