一种新的关于行动决策问题的后验概率的计算方法  

A New Method for Calculating the Posterior Probability of Action Decision Problems

作　　者：郑海 王洪春 ZHENG Hai;WANG Hongchun(School of Mathematical Science,Chongqing Normal University,Chongqing 401331,China)

机构地区：[1]重庆师范大学数学科学学院,重庆401331

出　　处：《重庆师范大学学报（自然科学版）》2022年第5期110-117,共8页Journal of Chongqing Normal University:Natural Science

基　　金：国家社会科学基金(No.13BTJ008);重庆市教育委员会人文社会科学重点项目(No.22SKGH081);重庆市教育改革项目(No.213139)。

摘　　要：【目的】从一个实际的贝叶斯检验例子出发,为克服此类型问题中后验概率计算的复杂性,提出改进计算方法。【方法】通过数值实验引出改进后的计算方法,并在理论上证明了改进方法的可行性与准确性。【结果】在该方法的基础上加以推广使它适用更复杂的情况,最后的算例分析进一步表明该方法的推广是成立的。【结论】基于本文提出的后验概率的计算方法,不仅未使最后的计算结果发生改变,而且使得计算的步骤得到了极大的简化。[Purposes]Based on a practical example of Bayesian inference, an improved calculation method is proposed to overcome the complexity of posterior probability calculation for this type of problem. [Methods]The improved calculation method was derived by numerical experiment, and the accuracy of the improved method was proved theoretically.[Findings]On the basis of this method, it is extended to apply to more complex cases. Finally, the analysis of an example further shows that this method is valid. [Conclusions]The calculation method based on the posterior probability proposed not only does not change the final calculation result, but also greatly simplifies the calculation steps.

关 键 词：贝叶斯推断 先验分布 后验分布 行动决策 

分 类 号：O212.8[理学—概率论与数理统计]