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searching for Marginal likelihood 7 found (31 total)

Siddhartha Chib (1,682 words) [view diff] exact match in snippet view article find links to article

multiple-block versions; Chib (1995) where a new method for calculating the marginal likelihood from the Gibbs output is developed; Chib and Jeliazkov (2001) where

Generalized additive model (5,683 words) [view diff] case mismatch in snippet view article find links to article

information criterion (AIC). Finally we may choose to maximize the Marginal Likelihood (REML) obtained by integrating the model coefficients, β {\displaystyle

Kernel methods for vector output (4,218 words) [view diff] exact match in snippet view article find links to article

solution for the posterior distribution or for the marginal likelihood. However, the marginal likelihood can be approximated under a Laplace, variational

Smoothing spline (2,309 words) [view diff] exact match in snippet view article find links to article

often estimated by generalized cross-validation, or by restricted marginal likelihood (REML)[citation needed] which exploits the link between spline smoothing

Comparison of Gaussian process software (1,559 words) [view diff] exact match in snippet view article find links to article

"Manually", the software provides an interface for computing the marginal likelihood and its gradient w.r.t. hyperparameters, which can be feed into an

Dynamic causal modeling (3,917 words) [view diff] exact match in snippet view article find links to article

Laplace assumption. This provides two useful quantities: the log marginal likelihood or model evidence ln ⁡ p ( y | m ) {\displaystyle \ln {p(y|m)}} is

German tank problem (6,351 words) [view diff] exact match in snippet view article find links to article

more than this, potentially many more, but cannot be fewer. The marginal likelihood (i.e. marginalized over all models) is infinite, being a tail of