E2. To be completed after lesson 6¶
Exercise 2.1¶
When performing parameter estimation by optimization, after we find the MAP, why do we locally approximate the posterior near the MAP as a (possibly multivariate) Normal?
Exercise 2.2¶
What do we mean when we say a distribution has a story? How are stories used for setting likelihoods?
Exercise 2.3¶
What is meant by the term “weakly informative prior?”
Exercise 2.4¶
What is a credible interval? Why may the approximate credible intervals computed using the MAP be off of the true credible interval?
Exercise 2.5¶
Write down any questions or points of confusion that you have.