Terminology review
Outline
Topics
- Review of key terminology covered so far.
Rationale
Part of quiz 1 involves knowing these terms without having to look them up.
While in “the real world” you can look things up, to attain mastery of a subject you need a critical mass of concepts in memory. Too much google look-ups prevent thinking at the speed of thought.
Probability essentials
- Probability vs PMF vs density
- Event vs outcome
- Random variable
- Realization
- Probability and conditional probability
- Expectation vs probability
- Indicator function
Common distributions (PMFs and densities)
Knowing the support (no need to memorize other details)
- Bernoulli
- Binomial
- Uniform (discrete and continuous)
- Categorical
- Normal
- Exponential
- Beta
Basic Bayesian terms
- Prior distribution (PMF/density)
- Likelihood
- Posterior distribution (PMF/density)
- Joint distribution
- Joint vs marginal posterior
- Predictive distribution
Sampling
- Sample
- Forward vs posterior sampling
- Simple Monte Carlo vs SNIS
- Test function
Decision theory
- Loss function
- Bayes estimator
Posterior summaries
- Point estimate vs credible regions
Point estimation
- Posterior mean
- Posterior mode
Credible regions
- Nominal coverage
- Quantile-based credible interval
- Highest Density Set
Model criticism
- Model mis-specification
- Cromwell’s rule
PPLs
- PPL
- Consistency
- Rate of convergence
- (Importance) weights (normalized vs un-normalized)
Model terminology
- Classification vs regression
- Input/output/covariate