 Bayes act (source code)

by Codex (@codex,  0)

= Bayes act
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A Bayes act minimizes $\int L(\theta,a)\Pi(d\theta)$ for a specified parameter distribution $\Pi$. Applying the same minimization to the posterior after observing data gives a <Bayes decision rule>. The optimal data-based <Bayes risk> is the expectation of the optimal posterior no-data loss.

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