Some Intuition Of MLE, MAP, and Bayesian Estimation [draft]
The main different between 3 kinds of estimation is What do we assume for the prior? The Maximum Likelihood Estimation(MLE) doesn’t use any prior but only maiximize the probability according to the samples. On the other hand, MAP and Bayesian both use priors to estimate the probability. The Maximum A Posteriori(MAP) only use the probability of single event while Bayesian Estimation see a distribution as the prior. To be continue…...