Can anyone point me to literature on Bayesian learning when the new information has the form “If A, then B”? I’m familiar with the rule that after one learns X, posterior probability P(Y) equals prior ...
In this paper by Adams and MacKay, they present an algorithm for the online detection of change-points in a stochastic process subject to some hypotheses. Their algorithm gives both the predictive ...
Is there an introduction to probability and statistics that balances frequentist and bayesian views?
Perhaps, roughly, I might be described as advanced undergraduate regarding mathematics. However, I have not learned statistics and have only learned elementary probability. Does there exist a book or ...
I'm looking for a translation to either English, French or German of Kolmogorov's Russian paper Kolmogorov, A. (1942). Sur l’estimation statistique des paramètres de la loi de Gauss. Bull. Acad. Sci. ...
The Bayesian concept of "improper prior" seems to be surrounded with magic. Even formal, Bayesian-oriented books, such as Schervish's "Theory of Statistics", treat it with the heuristic hand waving ...
What's the deal. How does this work, or can you point me to some references? I tried $\mu(A|B) = \mu(A \cap B) / \mu(B)$ and got stuck on $\mu(B) = 0$. Edit: Sorry for being lazy. My background is ...