Bayes Factors, relations to Minimum Description Length, and overlapping model classes

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Bayes Factors, relations to Minimum Description Length, and overlapping model classes

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作者：Richard M. Shiffrin^a ; ^{shiffrin@indiana.edu" class="auth_mail" title="E-mail the corresponding author} ; Suyog H. Chandramouli^a ; ^{suchandr@indiana.edu" class="auth_mail" title="E-mail the corresponding author} ; Peter D. Grü ; nwald^b ; ^{pdg@cwi.nl" class="auth_mail" title="E-mail the corresponding author}
关键词：Model selection ; Bayes factor ; Minimum Description Length ; Normalized Maximum Likelihood ; Overlapping model classes ; Shared instances
刊名：Journal of Mathematical Psychology
出版年：2016
出版时间：June 2016
年：2016
卷：72
期：Complete
页码：56-77
全文大小：7228 K

文摘

•: Contrast and exposition of BMS and NML using simple tables.
•: BMS is a normalized mean probability of instance posteriors, NML a normalized maximum.
•: Subtracting shared instances from a larger class has benefits and aligns NML to BMS.
•: Discussion on management of priors and goals of inference.

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