Can I call a model wherein Bayes’ Theorem is used a “Bayesian model”? I am afraid such a definition might be too broad.
So what exactly is a Bayesian model?
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In essence, one where inference is based on using Bayes theorem to obtain a posterior distribution for a quantity or quantities of interest form some model (such as parameter values) based on some prior distribution for the relevant unknown parameters and the likelihood from the model.
i.e. from a distributional model of some form, f(Xi|θ)
, and a prior p(θ), someone might seek to obtain the posterior p(θ|X)
.
A simple example of a Bayesian model is discussed in this question, and in the comments of this one – Bayesian linear regression, discussed in more detail in Wikipedia here. Searches turn up discussions of a number of Bayesian models here.
But there are other things one might try to do with a Bayesian analysis besides merely fit a model – see, for example, Bayesian decision theory.