Glossary
95% credible interval
the interval in the domain of a posterior probability that contains 95% of the distribution.
95% least plausible value
the lower bound of the 95% credible interval.
absolute-loss function
a type of loss function that increases linearly with the difference, often used in machine learning and robust statistics. See also loss function.
autocorrelation
a measure of how related a series of numbers is to itself, ranging from 1 (perfect positive autocorrelation) to 0 (no autocorrelation) to −1 (perfect negative correlation).
Bayesian point estimate
the output of a function that summarizes the posterior distribution.
Bayesian p-values
a statistical summary of a model, analogous to frequentist p-values.
Bayesianism
a statistical ...
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