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This page contains resources about Bayesian Model Selection and Bayesian Model Comparison.

Subfields and Concepts Edit

  • Bayes Factor
  • Bayesian Model Evidence / Marginal Likelihood
  • Bayesian Occam's Razor
  • Minimum Message Length (MML)
  • Bayesian Model Averaging (in Ensemble Learning)
    • Reversible jump MCMC
    • Birth and death MCMC
    • Bayesian Model Combination
  • Type II Maximum Likelihood / Empirical Bayes / Evidence Approximation
  • Type II Maximum a posteriori (MAP)
  • Laplace Approximation
  • Approximate Bayesian Computation (ABC)
  • Akaike Information Criterion (AIC)
  • Bayesian Information Criterion (BIC)
  • Deviance Information Criterion (DIC)
  • Bayesian Predictive Information Criterion (BPIC)
  • Focused Information Criterion (FIC)

Books and Book Chapters Edit

  • Theodoridis, S. (2015). "Chapter 12: Bayesian Learning" Machine Learning: A Bayesian and Optimization Perspective. Academic Press.
  • Barber, D. (2012). "Chapter 12: Bayesian Model Selection". Bayesian Reasoning and Machine Learning. Cambridge University Press.
  • Murphy, K. P. (2012). "Section 5.3: Bayesian model selection". Machine Learning: A Probabilistic Perspective. MIT Press.
  • Claeskens, G., & Hjort, N. L. (2008). Model selection and model averaging. Cambridge: Cambridge University Press.
  • Bishop, C. M. (2006). "Section 3.4: Bayesian Model Comparison". Pattern Recognition and Machine Learning. Springer.
  • MacKay, D. J. (2003). "Chapter 28: Model Comparison and Occam’s Razor". Information Theory, Inference and Learning Algorithms. Cambridge University Press.

Scholarly Articles Edit

  • Alston, C., Kuhnert, P., Choy, S. L., McVinish, R., & Mengersen, K. (2005). Bayesian model comparison: Review and discussion. International Statistical Insitute, 55th session.
  • Wasserman, L. (2000). Bayesian model selection and model averaging. Journal of mathematical psychology44(1), 92-107.
  • Kass, R. E., & Raftery, A. E. (1993), Bayes factors and model uncertainty, Technical Report 254, Department of Statistics, University of Washington

Tuturials Edit

See also Edit

Other resources Edit