bayesian-parameter-estimation

Obtain an estimate for parameters $\theta$ given data $D$, by integrating over the full parameter space and evaluating $p(\theta \vert D)$ (i.e. the posterior).

With $p(\theta \vert D)$, you can get various point estimates:

1. The expectation value, $\int \theta p(\theta \vert D) d\theta$
2. The [[maximum-a-posteriori]] estimate