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The Dependence of Routine Bayesian Model Selection Methods on Irrelevant Alternatives
Bayesian Model Selection Methods Alternatives
2012/9/17
Bayesian methods - either based on Bayes Factors or BIC - are now widely used for model selection. One property that might reasonably be demanded of any model
selection method is that if a modelM1 is...
Predictive Active Set Selection Methods for Gaussian Processes
Gaussian process classifi cation active set selection predictive distribution expectation propagation
2011/3/24
We propose an active set selection framework for Gaussian process classification for cases when the dataset is large enough to render its inference prohibitive. Our scheme consists on a two step alter...
A Review of Bayesian Variable Selection Methods: What, How and Which
Variable Selection MCMC BUGS
2009/9/24
The selection of variables in regression problems has occupied the
minds of many statisticians.Several Bayesian variable selection methods have been
developed,and we concentrate on the following met...