# 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