Bayes rules

E766785

Bayes rules are decision rules in statistical decision theory that minimize expected loss with respect to a prior distribution, forming a central concept in Bayesian optimal decision-making.

All labels observed (4)

Label Occurrences
Bayesian decision theory 5
Bayes risk 1
Bayes risk minimization 1

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf Bayesian decision-theoretic concept ⓘ
decision rule ⓘ
statistical decision theory concept ⓘ
appliesTo classification problems ⓘ
hypothesis testing problems ⓘ
point estimation problems ⓘ
sequential decision problems ⓘ
basedOn loss function ⓘ
posterior distribution ⓘ
prior distribution ⓘ
characterizedBy dependence on prior distribution ⓘ
minimization of Bayes risk ⓘ
optimality with respect to a specified prior ⓘ
contrastsWith frequentist decision rules that do not use priors ⓘ
definedAs decision rules that minimize posterior expected loss with respect to a prior distribution ⓘ
dependsOn choice of loss function ⓘ
choice of prior distribution ⓘ
field Bayesian statistics ⓘ
linked to: Bayesian inference

decision theory ⓘ
statistical decision theory ⓘ
formalizedBy Abraham Wald ⓘ
Leonard J. Savage ⓘ
formalizedIn framework of risk minimization ⓘ
hasExample Bayesian classifier minimizing expected misclassification loss ⓘ
maximum a posteriori (MAP) rule under 0-1 loss ⓘ
posterior mean under squared error loss ⓘ
posterior median under absolute error loss ⓘ
hasGoal Bayesian optimal decision-making ⓘ
minimize expected loss ⓘ
hasProperty can be improper if based on improper priors ⓘ
can be randomized or non-randomized ⓘ
may be non-unique for a given prior and loss function ⓘ
often yields admissible rules under regularity conditions ⓘ
historicalContext developed within the framework of Bayesian decision theory in the 20th century ⓘ
namedAfter Thomas Bayes ⓘ
relatedTo Bayesian estimator ⓘ
linked to: Bayesian inference

admissibility ⓘ
complete class theorem ⓘ
frequentist risk ⓘ
minimax rule ⓘ
subClassOf admissible decision rule (under mild regularity conditions) ⓘ
optimal decision rule ⓘ
usedFor deriving optimal estimators under Bayesian assumptions ⓘ
designing optimal tests under Bayesian criteria ⓘ
usesConcept Bayes risk ⓘ
linked to: Bayes optimality

posterior expected loss ⓘ
prior expected loss ⓘ
risk function ⓘ

How these facts were elicited

Referenced by (8)

Full triples — surface form annotated when it differs from this entity's canonical label.

complete class theorem in decision theory → field → Bayesian decision theory ⓘ
linked to: Bayes rules
Thomas Bayes → influenced → Bayesian decision theory ⓘ
linked to: Bayes rules
Truth and Probability → mainTopic → Bayesian decision theory ⓘ
linked to: Bayes rules
Truth and Probability → influenced → Bayesian decision theory ⓘ
linked to: Bayes rules
Truth and Probability → influenced → Bayesian decision theory ⓘ
linked to: Bayes rules
Bayes optimality → basedOn → Bayes risk minimization ⓘ
linked to: Bayes rules
Bayes optimality → usesConcept → Bayes risk ⓘ
linked to: Bayes rules