Statistical Inference
tl;dr: The process of inferring the properties of a probability distribution from sampled data. This note contains an overview of different methods.
I am currently writing notes on different dimensionality reduction techniques. Here are the most common inference methods I have encountered so far:
- Maximum likelihood estimation
- [[ EM algorithm ]]
- [[ Variational inference ]]
- [[ MCMC|Markov Chain Monte Carlo ]]
Notes mentioning this note
Probabilistic PCA
tl;dr: probabilistic extension of principal component analysis. Advantageous for handling missing data and extending PCA to a Bayesian framework.