- Tags:: [[statistics|Statistics]]
- In Bayesian statistics, it is like the [[Maximum likelihood ml|Maximum Likelihood Ml]] with a prior distribution:
- $\theta_{MAP} = \underset{\theta}{\mathrm{arg max}} P(\theta|X)$
- Which is equivalent, by the Bayes theorem, to:
- $\theta_{MAP} = \underset{\theta}{\mathrm{arg max}} P(X|\theta)P(\theta)$
- Where it is easy to see that the MLE is a special case of the MAP with a uniform prior.
- Reference:: Wikipedia