A case study of the widely applicable Bayesian information criterion and its optimality

DOI10.1007/S11222-014-9463-3zbMATH Open1332.62099OpenAlexW1977810690MaRDI QIDQ261023FDOQ261023

Authors: Tommi Mononen 

Publication date: 22 March 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9463-3

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zbMATH Keywords

Gaussian process regressionthermodynamic integrationlog marginal likelihoodWBIC

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

Cites Work

• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Gaussian processes for machine learning.
• A unifying view of sparse approximate Gaussian process regression
• GPstuff: Bayesian modeling with Gaussian processes
• Assessing approximate inference for binary Gaussian process classification.
• Approximations for binary Gaussian process classification
• Algebraic Geometry and Statistical Learning Theory
• Marginal Likelihood Estimation via Power Posteriors
• A comparative evaluation of stochastic-based inference methods for Gaussian process models
• Estimating Bayes factors via thermodynamic integration and population MCMC
• A widely applicable Bayesian information criterion
• Improving power posterior estimation of statistical evidence

Cited In (6)

• Generalized information criteria for Bayes decisions
• Thermodynamic Bayesian model comparison
• Numerical analysis near singularities in RBF networks
• A widely applicable Bayesian information criterion
• Investigation of the widely applicable Bayesian information criterion
• Kullback-leibler information approach to the optimum measurement point for bayesian estimation

Uses Software

• GPstuff

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