lab3b

# lab3b - 1 Bayesian estimation Sayan Mukherjee Inference MLE...

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Inference: MLE and Bayesian Sayan Mukherjee Lab assignment Four October 1, 2009 Sayan Mukherjee Inference: MLE and Bayesian

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Lab outline The lab will be due on the 9th of October. You will be expected to write a short: 1-2 page lab report. The 1-2 pages do not include plots or graphs that illustrate ideas. Sayan Mukherjee Inference: MLE and Bayesian
The data Data comes from a noisy linear relation. We have two variables x , y and we are given n values x from an even grid between [4 , 10]. Note that n (the number of observations) is something we will play with in our analysis. The way we compute y is as follows y = a × x + ε, where a = 4 and ε N (0 , 2) is i.i.d.normal. This results in data D := ( x i , y i ) n i =1 . Sayan Mukherjee Inference: MLE and Bayesian

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Inference We will estimate the parameter a using one approach

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Unformatted text preview: 1 Bayesian estimation. Sayan Mukherjee Inference: MLE and Bayesian Bayesian estimation Open matlab Download the fles makedat.m sim.m plotpost.m run the commands ≫ [x,y] = makedat(20); ≫ [a,pa] = sim(x,y); ≫ fgure(2) ≫ plotpost(a,pa) you should see a plot oF 20 points corresponding to a line with noise you should also see a plot oF the posterior distribution oF the random quantity a as well as an estimate oF a play with n Sayan Mukherjee Inference: MLE and Bayesian Bayesian assignment 1 Generate several data sets for a Fxed n and plot the posterior distribution of a for each data set generated. How does these distributoins vary as n increases ? Sayan Mukherjee Inference: MLE and Bayesian...
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lab3b - 1 Bayesian estimation Sayan Mukherjee Inference MLE...

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