Název:
Ockham's Razor from a Fully Probabilistic Design Perspective
Autoři:
Hoffmann, A. ; Quinn, Anthony Typ dokumentu: Výzkumné zprávy
Rok:
2021
Jazyk:
eng
Edice: Research Report, svazek: 2391
Abstrakt: This research report investigates an approach to the design of an Ockham prior penalising parametric complexity in the Hierarchical Fully Probabilistic Design (HFPD) [1] setting. We identify a term which penalises the introduction of an additional parameter in the Wold decomposition. We also derive the objective Ockham Parameter Prior (OPI) in this context, based on earlier work [2], and we show that the two are, in fact, closely related. This confers validity on the HFPD Ockham term.
Klíčová slova:
Fully Probabilistic Design; Hierarchical Fully Probabilistic Design; Ockham’s Razor; Parametric Inference Číslo projektu: GA18-15970S (CEP) Poskytovatel projektu: GA ČR