--- references: - id: BishopPattern2006 author: - family: Bishop given: Christopher M. call-number: Q327 .B52 2006 citation-key: BishopPattern2006 collection-title: Information science and statistics event-place: New York ISBN: 0-387-31073-8 issued: - year: 2006 number-of-pages: '738' publisher: Springer publisher-place: New York title: Pattern recognition and machine learning type: book - id: CawleySimple2005 accessed: - year: 2023 month: 3 day: 19 author: - family: Cawley given: G.C. - family: Talbot given: N.L.C. citation-key: CawleySimple2005 container-title: >- Proceedings. 2005 IEEE International Joint Conference on Neural Networks, 2005. DOI: 10.1109/IJCNN.2005.1556084 event-place: Montreal, QC, Canada event-title: 2005 IEEE International Joint Conference on Neural Networks, 2005. ISBN: 978-0-7803-9048-5 issued: - year: 2005 language: en page: 1425-1430 publisher: IEEE publisher-place: Montreal, QC, Canada title: >- A simple trick for constructing bayesian formulations of sparse kernel learning methods type: paper-conference volume: '3' - id: FilipponeEnabling2015 accessed: - year: 2022 month: 10 day: 21 author: - family: Filippone given: Maurizio - family: Engler given: Raphael citation-key: FilipponeEnabling2015 container-title: Proceedings of the 32nd International Conference on Machine Learning DOI: 10.48550/arXiv.1501.05427 event-title: International Conference on Machine Learning ISSN: 1938-7228 issued: - year: 2015 month: 6 day: 1 language: en page: 1015-1024 publisher: PMLR title: >- Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE) type: paper-conference URL: https://arxiv.org/abs/1501.05427v4 - id: FongMarginal2019 accessed: - year: 2019 month: 7 day: 22 author: - family: Fong given: Edwin - family: Holmes given: Chris citation-key: FongMarginal2019 container-title: arXiv:1905.08737 [stat] issued: - year: 2019 month: 5 day: 21 publisher: Oxford Academic title: On the marginal likelihood and cross-validation type: article-journal URL: http://arxiv.org/abs/1905.08737 - id: GrunwaldMinimum2007 author: - family: Grünwald given: Peter D citation-key: GrunwaldMinimum2007 event-place: Cambridge, Mass. ISBN: 978-0-262-07281-6 issued: - year: 2007 publisher: MIT Press publisher-place: Cambridge, Mass. title: The minimum description length principle type: book - id: HansenModel2001 accessed: - year: 2012 month: 10 day: 21 author: - family: Hansen given: Mark H. - family: Yu given: Bin citation-key: HansenModel2001 container-title: Journal of the American Statistical Association container-title-short: Journal of the American Statistical Association ISSN: 0162-1459 issue: '454' issued: - year: 2001 month: 6 day: 1 page: 746-774 title: Model Selection and the Principle of Minimum Description Length type: article-journal URL: http://www.jstor.org/stable/2670311 volume: '96' - id: ImmerScalable2021 accessed: - year: 2023 month: 1 day: 3 author: - family: Immer given: Alexander - family: Bauer given: Matthias - family: Fortuin given: Vincent - family: Rätsch given: Gunnar - family: Emtiyaz given: Khan Mohammad citation-key: ImmerScalable2021 container-title: Proceedings of the 38th International Conference on Machine Learning event-title: International Conference on Machine Learning ISSN: 2640-3498 issued: - year: 2021 month: 7 day: 1 language: en page: 4563-4573 publisher: PMLR title: Scalable Marginal Likelihood Estimation for Model Selection in Deep Learning type: paper-conference URL: http://arxiv.org/abs/2104.04975 - id: JamilSelection2012 accessed: - year: 2022 month: 12 day: 21 author: - family: Jamil given: Tahira - family: Braak given: Cajo J. F. non-dropping-particle: ter citation-key: JamilSelection2012 container-title: Pattern Recognition Letters container-title-short: Pattern Recognition Letters DOI: 10.1016/j.patrec.2012.01.004 ISSN: 0167-8655 issue: '9' issued: - year: 2012 month: 7 day: 1 language: en page: 1205-1212 title: >- Selection properties of type II maximum likelihood (empirical Bayes) in linear models with individual variance components for predictors type: article-journal volume: '33' - id: KadaneMethods2004 accessed: - year: 2017 month: 8 day: 20 author: - family: Kadane given: Joseph B. - family: Lazar given: Nicole A. citation-key: KadaneMethods2004 container-title: Journal of the American statistical Association DOI: 10.1198/016214504000000269 ISSN: 0162-1459 issue: '465' issued: - year: 2004 page: 279–290 title: Methods and criteria for model selection type: article-journal URL: http://repository.cmu.edu/statistics/202 volume: '99' - id: LotfiBayesian2022 author: - family: Lotfi given: Sanae - family: Izmailov given: Pavel - family: Benton given: Gregory - family: Goldblum given: Micah - family: Wilson given: Andrew Gordon citation-key: LotfiBayesian2022 event-title: ICML issued: - year: 2022 language: en title: Bayesian Model Selection, the Marginal Likelihood, and Generalization type: paper-conference - id: MacKayBayesian1992 accessed: - year: 2022 month: 12 day: 21 author: - family: MacKay given: David J. C. citation-key: MacKayBayesian1992 collection-title: model container-title: Neural Computation container-title-short: Neural Computation DOI: 10.1162/neco.1992.4.3.415 ISSN: 0899-7667 issue: '3' issued: - year: 1992 month: 5 day: 1 page: 415-447 title: Bayesian Interpolation type: article-journal URL: https://core.ac.uk/download/pdf/216127201.pdf volume: '4' - id: MacKayComparison1999 accessed: - year: 2014 month: 12 day: 19 author: - family: MacKay given: David JC citation-key: MacKayComparison1999 container-title: Neural computation DOI: 10.1162/089976699300016331 ISSN: 0899-7667 issue: '5' issued: - year: 1999 page: 1035–1068 title: Comparison of approximate methods for handling hyperparameters type: article-journal URL: http://www.mitpressjournals.org/doi/abs/10.1162/089976699300016331 volume: '11' - id: MacKayPractical1992 accessed: - year: 2021 month: 3 day: 30 author: - family: Mackay given: David J. C. citation-key: MacKayPractical1992 container-title: Neural Computation container-title-short: Neural Computation DOI: 10.1162/neco.1992.4.3.448 ISSN: 0899-7667 issue: '3' issued: - year: 1992 month: 5 day: 1 page: 448-472 title: A Practical Bayesian Framework for Backpropagation Networks type: article-journal URL: https://authors.library.caltech.edu/13793/1/MACnc92b.pdf volume: '4' - id: MurphyMachine2012 author: - family: Murphy given: Kevin P. call-number: Q325.5 .M87 2012 citation-key: MurphyMachine2012 collection-title: Adaptive computation and machine learning series edition: 1 edition event-place: Cambridge, MA ISBN: 978-0-262-01802-9 issued: - year: 2012 language: English number-of-pages: '1067' publisher: MIT Press publisher-place: Cambridge, MA title: 'Machine learning: a probabilistic perspective' type: book - id: MurphyProbabilistic2022 author: - family: Murphy given: Kevin P. call-number: Q325.5 .M872 2022 citation-key: MurphyProbabilistic2022 collection-title: Adaptive computation and machine learning series event-place: Cambridge, Massachusetts ISBN: 978-0-262-04682-4 issued: - year: 2022 number-of-pages: '826' publisher: The MIT Press publisher-place: Cambridge, Massachusetts title: 'Probabilistic machine learning: an introduction' type: book URL: https://probml.github.io/pml-book/book1.html - id: PiironenComparison2017 author: - family: Piironen given: Juho - family: Vehtari given: Aki citation-key: PiironenComparison2017 container-title: Statistics and Computing container-title-short: Stat Comput DOI: 10.1007/s11222-016-9649-y ISSN: 0960-3174, 1573-1375 issue: '3' issued: - year: 2017 month: 5 day: 1 language: en page: 711-735 title: Comparison of Bayesian predictive methods for model selection type: article-journal volume: '27' - id: QuinoneroCandelaUnifying2005 accessed: - year: 2016 month: 1 day: 6 author: - family: Quiñonero-Candela given: Joaquin - family: Rasmussen given: Carl Edward citation-key: QuinoneroCandelaUnifying2005 container-title: Journal of Machine Learning Research ISSN: 1532-4435 issue: Dec issued: - year: 2005 month: 12 page: 1939–1959 title: A Unifying View of Sparse Approximate Gaussian Process Regression type: article-journal URL: http://jmlr.org/papers/volume6/quinonero-candela05a/quinonero-candela05a.pdf volume: '6' - id: RasmussenGaussian2006 author: - family: Rasmussen given: Carl Edward - family: Williams given: Christopher K. I. call-number: QA274.4 .R37 2006 citation-key: RasmussenGaussian2006 collection-title: Adaptive computation and machine learning event-place: Cambridge, Mass ISBN: 978-0-262-18253-9 issued: - year: 2006 number-of-pages: '248' page: '248' publisher: MIT Press publisher-place: Cambridge, Mass title: Gaussian processes for machine learning type: book URL: http://www.gaussianprocess.org/gpml/ - id: TranModel2021 accessed: - year: 2022 month: 10 day: 20 author: - family: Tran given: Ba-Hien - family: Rossi given: Simone - family: Milios given: Dimitrios - family: Michiardi given: Pietro - family: Bonilla given: Edwin V - family: Filippone given: Maurizio citation-key: TranModel2021 container-title: Advances in Neural Information Processing Systems DOI: 10.48550/arXiv.2106.06245 event-title: Neural Information Processing Systems issued: - year: 2021 page: 19730–19742 publisher: Curran Associates, Inc. title: Model Selection for Bayesian Autoencoders type: paper-conference URL: https://openreview.net/forum?id=KPLf9FhwEqZ volume: '34' - id: vandeWielLearning2019 accessed: - year: 2022 month: 12 day: 21 author: - family: Wiel given: Mark A. non-dropping-particle: van de - family: Te Beest given: Dennis E. - family: Münch given: Magnus M. citation-key: vandeWielLearning2019 container-title: Scandinavian Journal of Statistics, Theory and Applications container-title-short: Scand Stat Theory Appl DOI: 10.1111/sjos.12335 ISSN: 0303-6898 issue: '1' issued: - year: 2019 month: 3 page: 2-25 PMCID: PMC6472625 PMID: '31007342' title: >- Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction type: article-journal URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6472625/ volume: '46' - id: VarinComposite2008 accessed: - year: 2015 month: 2 day: 8 author: - family: Varin given: Cristiano citation-key: VarinComposite2008 container-title: Advances in Statistical Analysis container-title-short: AStA DOI: 10.1007/s10182-008-0060-7 ISSN: 1863-8171, 1863-818X issue: '1' issued: - year: 2008 month: 2 day: 8 language: en page: 1-28 title: On composite marginal likelihoods type: article-journal volume: '92' - id: VehtariSurvey2012 author: - family: Vehtari given: Aki - family: Ojanen given: Janne citation-key: VehtariSurvey2012 container-title: Statistics Surveys container-title-short: Statist. Surv. DOI: 10.1214/12-SS102 ISSN: 1935-7516 issued: - year: 2012 language: EN page: 142-228 title: >- A survey of Bayesian predictive methods for model assessment, selection and comparison type: article-journal volume: '6' ...