Monday, July 18, 2011

Bayes vs. Markov

I was perhaps unjustifiably surprised as I was going through the Naive Bayes classifier model to find that it looks very similar to something I'm already quite familiar with. Basically, if you start from Bayes' Theorem and go one direction (conditional probability), then make independence assumptions, you end up with the model for the NB classifier. If you go a different direction (chain rule) and then make independency assumptions, you end up with a Markov model. I'm guessing a lot of other models are quite similar too...

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