Approximate predictive distribution (in Bayesian statistics, the distribution of a new data point marginalized over the posterior)

Community: MathModDB

computational task

Available identifiers

MaRDI QIDQ6775498 FDOQ6775498

Contained entities

approximation predictive distribution
evaluations posterior predictive distribution
simulation behavior prediction formulation	$\ln f(x)=\mu (x)+s(x)$
	$f$ represents stochastic process
	$\mu$ represents simulation behavior prediction global formulation
	$s$ represents simulation behavior prediction local formulation

Related URL

https://en.wikipedia.org/wiki/Posterior_predictive_distribution
https://www.wikidata.org/wiki/Q7234227

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