Bayesian model selection

June 25, 2024 — June 25, 2024

machine learning
model selection
neural nets
sparser than thou
Figure 1

Another way we can think about model selection is as traversing a space of models of different dimensionality.

Keywords: Reversible Jump MCMC, …


1 References

Bartolucci, Scaccia, and Mira. 2006. Efficient Bayes Factor Estimation from the Reversible Jump Output.” Biometrika.
Campbell, Harvey, Weilbach, et al. 2023. Trans-Dimensional Generative Modeling via Jump Diffusion Models.” Advances in Neural Information Processing Systems.
Davies, Salomone, Sutton, et al. 2023. Transport Reversible Jump Proposals.” In Proceedings of The 26th International Conference on Artificial Intelligence and Statistics.
Fan, and Sisson. 2010. Reversible Jump Markov Chain Monte Carlo.”
Privault, and Zambrini. 2004. Markovian Bridges and Reversible Diffusion Processes with Jumps.” Annales de l’Institut Henri Poincare (B) Probability and Statistics.