메뉴 건너뛰기




Volumn 15, Issue 1-2, 2006, Pages 5-20

Bayesian model learning based on predictive entropy

Author keywords

Bayesian inference; Entropy; Information theoretic criteria; Objective model learning

Indexed keywords


EID: 33747516020     PISSN: 09258531     EISSN: 15729583     Source Type: Journal    
DOI: 10.1007/s10849-005-9004-8     Document Type: Article
Times cited : (2)

References (44)
  • 1
    • 0000584124 scopus 로고
    • Posterior Bayes factors
    • with discussion
    • Aitkin, M., 1991, "Posterior Bayes factors," J. Roy. Statist. Soc. B53, 111-142 (with discussion).
    • (1991) J. Roy. Statist. Soc. , vol.B53 , pp. 111-142
    • Aitkin, M.1
  • 2
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • Akaike, H., 1974, "A new look at the statistical model identification," IEEE Trans. Autom. Control 19, 716-723.
    • (1974) IEEE Trans. Autom. Control , vol.19 , pp. 716-723
    • Akaike, H.1
  • 3
    • 85042555530 scopus 로고
    • A new look at the Bayes procedure
    • Akaike, H., 1978, "A new look at the Bayes procedure," Biometrika 65, 53-59.
    • (1978) Biometrika , vol.65 , pp. 53-59
    • Akaike, H.1
  • 4
    • 85033517914 scopus 로고
    • A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
    • Akaike, H., 1979, "A Bayesian extension of the minimum AIC procedure of autoregressive model fitting," Biometrika 66, 237-242.
    • (1979) Biometrika , vol.66 , pp. 237-242
    • Akaike, H.1
  • 5
    • 0032336641 scopus 로고    scopus 로고
    • Robust Bayesian analysis of selection models
    • Bayarri, M. J. and Berger, J., 1998, "Robust Bayesian analysis of selection models," Ann. Statist. 26, 645-659.
    • (1998) Ann. Statist. , vol.26 , pp. 645-659
    • Bayarri, M.J.1    Berger, J.2
  • 6
    • 0000298252 scopus 로고    scopus 로고
    • The intrinsic Bayes factor for model selection and prediction
    • Berger, J.O. and Pericchi, L.R., 1996, "The intrinsic Bayes factor for model selection and prediction," J. Amer. Stat. Assoc. 91, 109-122.
    • (1996) J. Amer. Stat. Assoc. , vol.91 , pp. 109-122
    • Berger, J.O.1    Pericchi, L.R.2
  • 7
    • 0000303854 scopus 로고
    • Estimating a product of means: Bayesian analysis with reference priors
    • Berger, J.O. and Bernardo, J.M., 1989, "Estimating a product of means: Bayesian analysis with reference priors," J. Amer. Stat. Assoc. 84, 200-207.
    • (1989) J. Amer. Stat. Assoc. , vol.84 , pp. 200-207
    • Berger, J.O.1    Bernardo, J.M.2
  • 8
    • 0001141391 scopus 로고
    • On the development of reference priors
    • J.M. Bernardo, J.O. Berger, A.P. Dawid, and A.F.M. Smith (eds.) Oxford: Oxford University Press, (with discussion)
    • Berger, J.O. and Bernardo, J.M., 1992, "On the development of reference priors," in J.M. Bernardo, J.O. Berger, A.P. Dawid, and A.F.M. Smith (eds.), Bayesian Statistics 4, Oxford: Oxford University Press, pp. 35-60 (with discussion).
    • (1992) Bayesian Statistics , vol.4 , pp. 35-60
    • Berger, J.O.1    Bernardo, J.M.2
  • 9
    • 1542532719 scopus 로고    scopus 로고
    • Default Bayes factors for nonnested hypothesis testing
    • Berger, J.O. and Mortera, J., 1999, "Default Bayes factors for nonnested hypothesis testing," J. Amer. Stat. Assoc. 94, 542-554.
    • (1999) J. Amer. Stat. Assoc. , vol.94 , pp. 542-554
    • Berger, J.O.1    Mortera, J.2
  • 10
    • 0002183088 scopus 로고
    • Reference posterior distributions for Bayesian inference
    • with discussion
    • Bernardo, J.M., 1979, "Reference posterior distributions for Bayesian inference," J. Roy. Statist. Soc. B 41, 113-147 (with discussion).
    • (1979) J. Roy. Statist. Soc. B , vol.41 , pp. 113-147
    • Bernardo, J.M.1
  • 11
    • 0000130611 scopus 로고    scopus 로고
    • Nested hypothesis testing: The Bayesian reference criterion
    • J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.) Oxford: Oxford University Press, (with discussion)
    • Bernardo, J.M., 1999, "Nested hypothesis testing: The Bayesian reference criterion," in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.), Bayesian Statistics 6, Oxford: Oxford University Press, pp. 101-130 (with discussion).
    • (1999) Bayesian Statistics , vol.6 , pp. 101-130
    • Bernardo, J.M.1
  • 12
    • 0036893857 scopus 로고    scopus 로고
    • Bayesian hypothesis testing: A reference approach
    • Bernardo, J.M. and Rueda, R., 2002, "Bayesian hypothesis testing: A reference approach," Int. Stat. Review 70, 351-312.
    • (2002) Int. Stat. Review , vol.70 , pp. 351-1312
    • Bernardo, J.M.1    Rueda, R.2
  • 14
    • 0038511257 scopus 로고    scopus 로고
    • Bayesian graphical model determination using decision theory
    • Corander, J., 2003a, "Bayesian graphical model determination using decision theory," J. Multiv. Analysis 85, 253-266.
    • (2003) J. Multiv. Analysis , vol.85 , pp. 253-266
    • Corander, J.1
  • 15
    • 0042362226 scopus 로고    scopus 로고
    • Labeled graphical models
    • Corander, J., 2003b, "Labeled graphical models," Scand. J. Stat. 30, 493-508.
    • (2003) Scand. J. Stat. , vol.30 , pp. 493-508
    • Corander, J.1
  • 16
    • 33747519233 scopus 로고    scopus 로고
    • Bayesian unsupervised classification algorithms based on parallel search strategy
    • Corander, J., Gyllenberg, M., and Koski, T., 2005, "Bayesian unsupervised classification algorithms based on parallel search strategy," Patt. Recog. (under revision).
    • (2005) Patt. Recog. (Under Revision)
    • Corander, J.1    Gyllenberg, M.2    Koski, T.3
  • 17
    • 0000582742 scopus 로고
    • Present position and potential developments: Some personal views. Statistical theory. the prequential approach
    • with discussion
    • Dawid, A.P., 1984, "Present position and potential developments: Some personal views. Statistical theory. The prequential approach," J. Roy. Statist. Soc. A47, 278-292 (with discussion).
    • (1984) J. Roy. Statist. Soc. , vol.A47 , pp. 278-292
    • Dawid, A.P.1
  • 18
    • 1942421151 scopus 로고    scopus 로고
    • Bayes meets Bellman: The Gaussian process approach to temporal difference learning
    • T. Fawcett and N. Mishra (eds.) Washington D.C.: AAAI Press
    • Engel, Y., Mannor, S., and Meir, R., 2003, "Bayes meets Bellman: The Gaussian process approach to temporal difference learning," in T. Fawcett and N. Mishra (eds.), Proceedings of the 20th International Conference on Machine Learning, Washington D.C.: AAAI Press.
    • (2003) Proceedings of the 20th International Conference on Machine Learning
    • Engel, Y.1    Mannor, S.2    Meir, R.3
  • 20
    • 0001099335 scopus 로고    scopus 로고
    • Decomposable graphical Gaussian model determination
    • Giudici, P. and Green, P.J., 1999, "Decomposable graphical Gaussian model determination," Biometrika 86, 785-801.
    • (1999) Biometrika , vol.86 , pp. 785-801
    • Giudici, P.1    Green, P.J.2
  • 22
    • 0000263475 scopus 로고
    • The determination of the order of an autoregression
    • Hannan, E.J. and Quinn, E.G., 1979, "The determination of the order of an autoregression", J. Roy. Statist. Soc. B41, 190-195.
    • (1979) J. Roy. Statist. Soc. , vol.B41 , pp. 190-195
    • Hannan, E.J.1    Quinn, E.G.2
  • 23
    • 4043129651 scopus 로고    scopus 로고
    • Graphical models
    • Jordan, M., 2004, Graphical models," Stat. Sci. 19, 140-155.
    • (2004) Stat. Sci. , vol.19 , pp. 140-155
    • Jordan, M.1
  • 24
    • 0030327756 scopus 로고    scopus 로고
    • The selection of prior distributions by formal rules
    • Kass, R. and Wasserman, L., 1996, "The selection of prior distributions by formal rules," J. Amer. Stat. Assoc. 91, 1343-1370.
    • (1996) J. Amer. Stat. Assoc. , vol.91 , pp. 1343-1370
    • Kass, R.1    Wasserman, L.2
  • 25
    • 0001006927 scopus 로고    scopus 로고
    • Bayesian model choice: What and why?
    • J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.) Oxford: Oxford University Press, (with discussion)
    • Key, J.T, Pericchi, L.R., and Smith, A.F.M., 1999, "Bayesian model choice: What and why?" in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.), Bayesian Statistics 6, Oxford: Oxford University Press, pp. 343-370 (with discussion).
    • (1999) Bayesian Statistics , vol.6 , pp. 343-370
    • Key, J.T.1    Pericchi, L.R.2    Smith, A.F.M.3
  • 27
    • 33747456177 scopus 로고
    • Discussion of paper by M. Aitkin
    • with discussion
    • Lindley, D., 1991, "Discussion of paper by M. Aitkin," J. Roy. Statist. Soc. B53, 111-142 (with discussion).
    • (1991) J. Roy. Statist. Soc. , vol.B53 , pp. 111-142
    • Lindley, D.1
  • 28
    • 33747488727 scopus 로고
    • Discussion of paper by R. Royall
    • J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.), Oxford: Oxford University Press, (with discussion)
    • Lindley, D., 1992, "Discussion of paper by R. Royall," in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.), Bayesian Statistics 4, Oxford: Oxford University Press, pp. 405-418 (with discussion).
    • (1992) Bayesian Statistics , vol.4 , pp. 405-418
    • Lindley, D.1
  • 30
    • 84950945692 scopus 로고
    • Model selection and accounting for model uncertainty in graphical models using Occam's window
    • Madigan, D. and Raftery, A.E., 1994, "Model selection and accounting for model uncertainty in graphical models using Occam's window," J. Amer. Stat. Assoc. 89, 1535-1546.
    • (1994) J. Amer. Stat. Assoc. , vol.89 , pp. 1535-1546
    • Madigan, D.1    Raftery, A.E.2
  • 32
    • 0029323797 scopus 로고
    • On the stochastic complexity of learning realizable and unrealizable rules
    • Meir, R. and Merhav, N., 1995, "On the stochastic complexity of learning realizable and unrealizable rules," Machine Learning 19, 241-261.
    • (1995) Machine Learning , vol.19 , pp. 241-261
    • Meir, R.1    Merhav, N.2
  • 33
    • 0001857092 scopus 로고
    • Fractional Bayes factors for model comparison
    • with discussion
    • O'Hagan, A., 1995, "Fractional Bayes factors for model comparison," J. Roy. Statist. Soc. B57, 99-138 (with discussion).
    • (1995) J. Roy. Statist. Soc. , vol.B57 , pp. 99-138
    • O'Hagan, A.1
  • 34
    • 23544470859 scopus 로고    scopus 로고
    • Expected posterior prior distributions for model selection
    • Perez, J.M. and Berger, J., 2002, "Expected posterior prior distributions for model selection," Biometrika 89, 491-512.
    • (2002) Biometrika , vol.89 , pp. 491-512
    • Perez, J.M.1    Berger, J.2
  • 35
    • 0002199872 scopus 로고
    • Improved likelihood ratio statistics for covariance selection models
    • Porteous, B.T., 1985, "Improved likelihood ratio statistics for covariance selection models," Biometrika 72, 97-101.
    • (1985) Biometrika , vol.72 , pp. 97-101
    • Porteous, B.T.1
  • 36
    • 0000208683 scopus 로고
    • Stochastic complexity
    • Rissanen, J., 1987, "Stochastic complexity," J. Roy. Statist. Soc. B49, 223-239.
    • (1987) J. Roy. Statist. Soc. , vol.B49 , pp. 223-239
    • Rissanen, J.1
  • 37
    • 0029777083 scopus 로고
    • Fisher information and stochastic complexity
    • Rissanen, J., 1995, "Fisher information and stochastic complexity," IEEE Trans. Inf. Theory 42, 40-47.
    • (1995) IEEE Trans. Inf. Theory , vol.42 , pp. 40-47
    • Rissanen, J.1
  • 39
    • 33747493625 scopus 로고
    • The elusive concept of statistical evidence
    • J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.) Oxford: Oxford University Press, (with discussion)
    • Royall, R., 1992, "The elusive concept of statistical evidence," in J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith (eds.), Bayesian Statistics 4, Oxford: Oxford University Press, pp. 405-418 (with discussion).
    • (1992) Bayesian Statistics , vol.4 , pp. 405-418
    • Royall, R.1
  • 41
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G., 1978, "Estimating the dimension of a model," Ann. Stat. 6, 461-464.
    • (1978) Ann. Stat. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 43
    • 0346076614 scopus 로고    scopus 로고
    • On competitive predictability and its relation to rate-distortion theory and to channel capacity theory
    • Weissman, T. and Merhav, N., 2003, "On competitive predictability and its relation to rate-distortion theory and to channel capacity theory," IEEE Trans. Inform. Theory 49, 3185-3194.
    • (2003) IEEE Trans. Inform. Theory , vol.49 , pp. 3185-3194
    • Weissman, T.1    Merhav, N.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.