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5: Probability Density Estimation

Verfasst: 3. Jun 2018 12:58
von sqrt(2)
Hello,

after reviewing the slides I have a question towards slides 13f. It's not quite clear to me why the ML dosen't give us a useful estimate. Because the suggestion is to put a prior on the mean.

1. How do we compute/estimate the prior?
--> We just compute the mean of our data X and then multiply it with p(Theta)?
2. Why do we want to put the prior on the mean?
3. I don't understand the trick of formalizing p(x|X) to a conditional probability. Why do we rewrite p(x|X) over an Integral p(x,Theta|X)? And why do we disregard the normalization term (i.e. Totale Wahrscheinlichkeit) p(x) [I think it get cancelled because of the chain rule for probabilities(?)]?