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Decision theory notes incomplete #9

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stephens999 opened this issue May 28, 2014 · 0 comments
Open

Decision theory notes incomplete #9

stephens999 opened this issue May 28, 2014 · 0 comments

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@stephens999
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I need to add some notes on my final lecture on decision theory. This covers

  • integrated risk (and minimax decision rules very briefly defined)
  • minimizing integrated risk as a strategy
  • showing that minimizing the posterior expected loss also minimizes the integrated risk
  • showing that Bayes decision rules are (virtually always) admissible
  • a very brief overview of the complete class theorem (admissible decision rules are also Bayes rules)
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