Question about the paper (Bayesian rule)
ZechCal opened this issue · comments
Yeah, I am also curious about it. Can you explain it? Thank you!
Hi,
What you wrote down is
Starting with Bayes rule:
P(A | B) = P(B | A)*P(A) / P(B)
Maybe the easiest way to understand it is by first considering a simplified
version of the problem in a setting without any x or D_t:
P(y_ho | y) = P(y | y_ho)*P(y_ho) / P(y)
Importantly in the above you can condition on some variable V. V does
nothing except stay in the conditional everywhere:
P(y_ho | y, V) = P(y | y_ho, V)*P(y_ho | V) / P(y | V)
(You could alternatively write P(y_ho | y, V) = P(y, V | y_ho)*P(y_ho) /
P(y, V). I think what you did is some variant of that. This is correct and
the line above is also correct.)
In our case that variable V is V = x, x_ho, Dt so we can substitute it in:
P(y_ho | y, Dt, x, x_ho) = P(y | y_ho, x, x_ho, Dt)*P(y_ho | x, x_ho, Dt) /
P(y | x, x_ho, Dt)
Sorry if I made any mistakes in writing this, it happens easily with so
many variables.
Best,
Sören
…On Tue, Sep 19, 2023 at 11:22 PM Zichun Yu ***@***.***> wrote:
Yeah, I am also curious about it. Can you explain it? Thank you!
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Thank you for your detailed answer, I think i can figure out what it means. Great job & work for online data selection.