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Information Theory, Inference, and Learning ... - MAELabs UCSD

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Copyright Cambridge University Press 2003. On-screen viewing permitted. Printing not permitted. http://www.cambridge.org/0521642981<br />

You can buy this book for 30 pounds or $50. See http://www.inference.phy.cam.ac.uk/mackay/itila/ for links.<br />

21.2: Exact inference for continuous hypothesis spaces 297<br />

0.06<br />

0.05<br />

0.04<br />

0.03<br />

0.02<br />

0.01<br />

1 0<br />

0.8<br />

0.6<br />

0.1<br />

sigma<br />

0.4<br />

0 0.5 1 1.5 2<br />

2<br />

0.2<br />

1.5<br />

1<br />

0.5<br />

mean<br />

mean<br />

0<br />

1<br />

0.9<br />

0.8<br />

0.7<br />

0.6<br />

sigma<br />

0.5<br />

0.4<br />

0.3<br />

0.2<br />

Figure 21.4. Likelihood function,<br />

given the data of figure 21.3,<br />

represented by line thickness.<br />

Subhypotheses having likelihood<br />

smaller than e −8 times the<br />

maximum likelihood are not<br />

shown.<br />

Figure 21.5. The likelihood<br />

function for the parameters of a<br />

Gaussian distribution.<br />

Surface plot <strong>and</strong> contour plot of<br />

the log likelihood as a function of<br />

µ <strong>and</strong> σ. The data set of N = 5<br />

points had mean ¯x = 1.0 <strong>and</strong><br />

S = (x − ¯x) 2 = 1.0.

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