Bayesian Model Selection as a Continuous-Variable Helmholtz Machine
- Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
We show that Bayesian model selection is equivalent to optimization of a suitably defined free energy. The entropy term in the free energy is defined over the space of possible model selections and model parameters for a given model. Bayesian model selection thus follows a minimum description length principle.
- Research Organization:
- Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
- Sponsoring Organization:
- USDOE National Nuclear Security Administration (NNSA); USDOE Laboratory Directed Research and Development (LDRD) Program
- DOE Contract Number:
- AC52-07NA27344
- OSTI ID:
- 1659392
- Report Number(s):
- LLNL-TR--813955; 1022233
- Country of Publication:
- United States
- Language:
- English
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