Original title: Ockham's Razor from a Fully Probabilistic Design Perspective
Authors: Hoffmann, A. ; Quinn, Anthony
Document type: Research reports
Year: 2021
Language: eng
Series: Research Report, volume: 2391
Abstract: 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.
Keywords: Fully Probabilistic Design; Hierarchical Fully Probabilistic Design; Ockham’s Razor; Parametric Inference
Project no.: GA18-15970S (CEP)
Funding provider: GA ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2021/AS/quinn-0552153.pdf
Original record: http://hdl.handle.net/11104/0327298

Permalink: http://www.nusl.cz/ntk/nusl-508428


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