3 D Statistical Learning

Introduction to Statistical Decision Theory- Edition 7- Application: Bayesian Estimation under Weighted Quadratic Loss

Introduction In the previous edition, we explored how decision theory provides rules for estimating unknown parameters using loss functions and Bayesian rules. Now, we go one step further by introducing weighted quadratic loss and how…

Introduction to Statistical Decision Theory – Edition 8: Application: Bayes Rule under Weighted Loss in the Normal-Normal Model

Overview In this edition, we study the Bayes rule under a weighted squared loss for the Normal-Normal model. We will: Derive the posterior distribution for a single observation. Show that the Bayes rule has a…

Introduction to Statistical Decision Theory – Edition 9: Understanding Minimax Rules: Making the Best of the Worst

Introduction: What’s at Stake? Imagine you have to make a decision, but you don’t know exactly what the true state of the world is. You’re stuck in a game against uncertainty, and you’d like to…

Introduction to Statistical Decision Theory – Edition 10: Minimaxity, Admissibility, and the Geometry of Statistical Decisions

1. Minimax Rules: Example Consider nonrandomized decision rules only. Randomized minimax rules will be discussed later. $\begin{array}{c|cccccc} & d_1 & d_2 & d_3 & d_4 & d_5 & d_6 \ \hline R(\theta_1, d_i) & 17…

Introduction to Statistical Decision Theory – Edition 11: A Medical Application

Introduction This edition focuses on a practical application of statistical decision theory in a medical context. We explore how a doctor can apply a randomized decision rule to minimize potential loss when diagnosing a disease…

Introduction to Statistical Decision Theory – Edition 12: Application to Classification Decisions with Finite Hypotheses

Bayesian Classification with Finite Hypotheses In this lesson, we study how to make good classification decisions using Bayesian Decision Theory. The goal is to decide which group or class an observation belongs to, based on…