Catching Up Faster in Bayesian Model Selection and Model Averaging
作者： Peter Grünwald , Tim V. Erven , Steven D. Rooij
DOI:
关键词: Convergence (routing) 、 Model selection 、 Algorithm 、 Bayesian probability 、 Selection (genetic algorithm) 、 Distribution (mathematics) 、 Data mining 、 Mathematics 、 Bayesian average 、 Bayesian statistics 、 Bayesian inference
摘要: … as AIC and leave-one-out cross-validation. On the other hand, … in many situations model selection and prediction based on the … (xn) = ∑k pk(xn)w(k) can be used for prediction. In a se- …
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