Talk:Bayes estimator

message: I was surprised to see this topic doesn't yet have an article. I created a stub, but a lot more content is needed: for example, how such estimators are constructed. Anyone interested in having a go? --Zvika 18:21, 13 September 2006 (UTC)
replies: text: If you are referring to \int \theta f(\theta |x)\,d\theta, then the integral is performed with respect to the posterior probability f(\theta|x), not the prior f(\theta). I think the formula is correct. --Zvika 16:31, 8 April 2007 (UTC)

text: Yes. Thanks for pointing this out. --Zvika (talk) 16:29, 7 June 2008 (UTC)
thread_title: old comments

message: Uncertainty Analysis and Other Inference Tools for Complex Computer Codes.
Anthony O'Hagan, Marc C. Kennedy and Jeremy E. Oakley 
If so, is there a place for adding this to the article?
Should Gaussian process emulator redirect to this page? crandles (talk) 11:30, 15 March 2009 (UTC)
replies: text: It seems to me like a very specific application whereas this article is about the general technique. In other words, I think the answer to all questions is "no".. --Zvika (talk) 14:47, 15 March 2009 (UTC)
thread_title:  Is this paper relevant? 

message: I have some trouble understanding the definition given here. Is the sentence 'The estimator which minimizes the posterior expected loss for each x also minimizes the Bayes risk and therefore is a Bayes estimator.' part of the definition? It doesn't sound like it's defining anything. So maybe it shuold be moved to a different part of the article. Besides that, where do these 'each x' come from? Thanks for clarifying this. --Saraedum (talk) 20:55, 9 July 2009 (UTC)
replies: text: It is an equivalent definition. I have tried to clarify, hope this helps. --Zvika (talk) 06:31, 10 July 2009 (UTC)
replies: text: Yes it does. Thanks. Saraedum (talk) 20:16, 11 July 2009 (UTC)
thread_title:  Definition 

message: Melcombe, I don't understand why you added that note. Many pages redirect here and you can get a list of all of them here. --Zvika (talk) 17:03, 26 November 2009 (UTC)
replies: text: I did so because I had just changed the redirect of "Bayesian decision theory" to point here rather than "Bayesian inference" (which did not seem to serve). There is advice about marking sections of articles with a hidden message where they are targets for links, but not necessarily whole articles. The present content has a lot about Bayesian decision theory rather than just "estimation" and the message was meant to be a reminder to anyone thinking of cutting-out the more general stuff that this would leave a substantial topic without coverage. Of course there may be scope for having two articles at some stage. Melcombe (talk) 14:01, 27 November 2009 (UTC)
replies: text: Noting section redirects is important because the redirects must be updated if the section name is changed, and there is no simple way to get a list of redirects to that section. This is not the case for redirects to an article, since you can get a 'what links here' page. As for cutting out material, I don't think people would delete good material just because it doesn't belong in a specific article - they would rather find a better place and cut-and-paste. On the other hand, I think it's important to keep beginnings of articles as lightweight as possible to make it easier for newcomers get to the text and edit it. --Zvika (talk) 19:37, 28 November 2009 (UTC)
thread_title:  why the hidden note? 

message: I added the wikilink to the allready-existing article risk function, but it is not immediately clear that the term is actually being used for the same things. Is anyone able to clarify this? Melcombe (talk) 11:41, 21 December 2009 (UTC)
replies: text: It seems to me that they are indeed two different things. Risk function is about the frequentist risk, and is a function of θ, whereas here the discussion is about the Bayes risk (currently a redirect to this article). Thus, IMO the link you added is misleading, and should be removed. --Zvika (talk) 15:20, 21 December 2009 (UTC)
replies: text: OK... and I have removed the wikilink to risk function from this article. But this raises the question of whether "risk function" is the right terminology here ... would it be better to use "expected loss function". Only one stats dictionary I have has an entry for "risk function" and that only gives the "frequentist version". The limited books I have looked at seem to avoid "risk function" for the Bayesian approach. Melcombe (talk) 11:52, 22 December 2009 (UTC)
replies: text: "Risk function" probably usually refers to the frequentist risk, but there is definitely also a "Bayesian risk function" with the meaning in this article. It is used for example in Lehmann and Casella. --Zvika (talk) 12:03, 22 December 2009 (UTC)
thread_title:  Risk function 

message: This section is not very clear to me. 
'Comparing this formula with one in the preceding section, one can see that m must have been related to the relative weight of the prior information in units of the new information given by one vote. Hence C must be the mean vote across the movies with more than 3000 votes, and m should be related to the deviation of votes in this pool.'
It first refers to an unclear previous formula, and implies that anyone can deduce the conclusions the writer draws. Can the writer clarify? The example that is given is quite abstract as well. Perhaps an example that reflects the shortcomings of IMDB's approach, or even better a superior alternative, would be helpful?  — Preceding unsigned comment added by 82.136.222.138 (talk) 21:02, 19 June 2011 (UTC)
thread_title:  IMDB  

message: There are serious errors in the section summarizing admissibility of Bayes procedures. Only the first result (about unique Bayes procedures) is correct.  Both subsequent results are false, in general: the procedures must be Bayes with respect to a prior with full support. In the continuous case, the parameter space has to be an open subset of nice topological space.  Indeed, the discrete example is a special case of the third one because the general result (Blyth's method), is about the admissibility among procedures with continuous risk functions with respect to (sequences of possibly improper) priors with full support.    — Preceding unsigned comment added by 2601:644:400:ABDA:F049:8882:98B1:550E (talk) 06:26, 20 April 2017 (UTC)
thread_title:  serious errors