کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
560190 1451733 2015 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Bayesian evidence and model selection
ترجمه فارسی عنوان
شواهد بیزی و انتخاب مدل
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
چکیده انگلیسی

In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical techniques. Specific attention is paid to the Laplace approximation, variational Bayes, importance sampling, thermodynamic integration, and nested sampling and its recent variants. Analogies to statistical physics, from which many of these techniques originate, are discussed in order to provide readers with deeper insights that may lead to new techniques. The utility of Bayesian model testing in the domain sciences is demonstrated by presenting four specific practical examples considered within the context of signal processing in the areas of signal detection, sensor characterization, scientific model selection and molecular force characterization.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Digital Signal Processing - Volume 47, December 2015, Pages 50–67
نویسندگان
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