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Right - MAP may (debatably) be a lousy Bayesian approximation, but it's still Bayesian :) David MacKay's wonderful book made the observation that MAP is a vari
by ced 14y ago
Right - MAP may (debatably) be a lousy Bayesian approximation, but it's still Bayesian :)
David MacKay's wonderful book made the observation that MAP is a variational method that uses a delta function. "From this perspective, any approximating distribution Q(x; θ) [like the Gaussian], no matter how crummy it is, has to be an improvement on the spike produced by the standard method! [MAP]"
- ot 14y agoAwesome observation! I skimmed through his book, but didn't notice this quote.