Re:Stan is a state-of-the-art platform for statistical modeling
by borroka on Friday December 25, 2020 @09:28AM
(#25536653)
"Bayesian inference on the other hand is a specific type of statistical model where the aim is to model distributions, not just the output variable (which is what ML is traditionally focused on)." - What distribution are you referring to? One of the advantages of the Bayesian approach (in the context of models and not of probability, it is not a model, it is a way of estimating the values of the parameters of a model) is that it provides a proper statistical distribution—and not a distribution based on theoretical formulas that require certain assumption to be true to have certain properties—of parameters and model predictions.
You can read more at https://www.fharrell.com/post/stat-ml/ (Frank Harrell is a top statistician who was once a frequentist and now is a bayesian. He writes also on the differences between ML and SM and how to choose between the two)
You can read more at https://www.fharrell.com/post/stat-ml/ (Frank Harrell is a top statistician who was once a frequentist and now is a bayesian. He writes also on the differences between ML and SM and how to choose between the two)