Abstract:
We consider inference based on a countable set of models (sets of probability distributions), focusing on two tasks: model selection and model averaging. In model selecti...Show MoreMetadata
Abstract:
We consider inference based on a countable set of models (sets of probability distributions), focusing on two tasks: model selection and model averaging. In model selection tasks, the goal is to select the model that best explains the given data. In model averaging, the goal is to find the weighted combination of models that leads to the best prediction of future data from the same source.
Published in: 2008 IEEE Information Theory Workshop
Date of Conference: 05-09 May 2008
Date Added to IEEE Xplore: 25 July 2008
ISBN Information: