The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Bayesian Interpolation
Abstract
Although Bayesian analysis has been in use since Laplace, the Bayesian method of model-comparison has only recently been developed in depth. In this paper, the Bayesian approach to regularization and model-comparison is demonstrated by studying the inference problem of interpolating noisy data. The concepts and methods described are quite general and can be applied to many other data modeling problems. Regularizing constants are set by examining their posterior probability distribution. Alternative regularizers (priors) and alternative basis sets are objectively compared by evaluating the evidence for them. “Occam's razor” is automatically embodied by this process. The way in which Bayes infers the values of regularizing constants and noise levels has an elegant interpretation in terms of the effective number of parameters determined by the data set. This framework is due to Gull and Skilling.
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Citations
Cites
A practical Bayesian framework for backpropagation networks
MacKay, D. J. C. (1992) · Neural Computation · doi:10.1162/neco.1992.4.3.448 · Cited by 2,917
Self-citation
Cited by
Bayesian Measures of Model Complexity and Fit
Spiegelhalter, D. J., Best, N. G., Carlin, B. P., & Van Der Linde, A. (2002) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/1467-9868.00353 · Cited by 151
A practical Bayesian framework for backpropagation networks
MacKay, D. J. C. (1992) · Neural Computation · doi:10.1162/neco.1992.4.3.448 · Cited by 2,917
Self-citation(2010) · doi:10.5555/1756006.1859921 · Cited by 1,924
(2003) · Cited by 1,680
Assessment and Propagation of Model Uncertainty
Draper, D. (1995) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1995.tb02015.x · Cited by 1,599
Metadata
- Authors
- MacKay, D. J. C.
- Venue
- Neural Computation
- Publisher
- MIT Press
- Published
- 1992-05
- Volume
- 4
- Issue
- 3
- Pages
- 415-447
- ISSN
- 0899-7667 (ISSN-L)
- 1530-888X
- OpenAlex
- W2911546748
- Cited by
- 4,388
- References
- 1
- FWCI
- 28.62
- Type
- journal article
- Language
- en
- Open access
- closed
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