Graphic model lecture notes

MAP is the optimization of prior times likelihood in bayesion method.

MAP is not invariant to paramerterization. It is a point estimation and tend to squeeze the value around the point, flat all other point.

A more complete model is just can model wide ranges of possible data set, spread the probability distribution, but the maginal likelihood (integrating parameter(integral p(D|theta)p(theta))) is not necessarily increasing.  

原文地址:https://www.cnblogs.com/wintor12/p/4125348.html