Bayesian model selection

June 25, 2024 — June 25, 2024

Bayes
machine learning
model selection
neural nets
nonparametric
sparser than thou
statistics
uncertainty

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Figure 1

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

Keywords: Reversible Jump MCMC, …

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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.