Topic summary

Maximum a posteriori estimation

Maximum a posteriori estimation


In Bayesian statistics, the maximum a posteriori (MAP) estimate of an unknown quantity is the mode of the posteriordensity. The MAP can be used to obtain a point estimate of an unobserved quantity on the basis of empirical data. It is closely related to the method of maximum likelihood (ML) estimation, but employs an augmented optimization objective which incorporates a priordensity over the quantity one wants to estimate. MAP estimation is therefore a regularization of maximum likelihood estimation.