Now showing 1 - 2 of 2
  • Publication
    Investigation of the widely applicable Bayesian information criterion
    The widely applicable Bayesian information criterion (WBIC) is a simple and fast approximation to the model evidence that has received little practical consideration. WBIC uses the fact that the log evidence can be written as an expectation, with respect to a powered posterior proportional to the likelihood raised to a power t(0,1)t(0,1) , of the log deviance. Finding this temperature value tt is generally an intractable problem. We find that for a particular tractable statistical model that the mean squared error of an optimally-tuned version of WBIC with correct temperature tt is lower than an optimally-tuned version of thermodynamic integration (power posteriors). However in practice WBIC uses the a canonical choice of t=1/log(n)t=1/log(n) . Here we investigate the performance of WBIC in practice, for a range of statistical models, both regular models and singular models such as latent variable models or those with a hierarchical structure for which BIC cannot provide an adequate solution. Our findings are that, generally WBIC performs adequately when one uses informative priors, but it can systematically overestimate the evidence, particularly for small sample sizes.
      340Scopus© Citations 20
  • Publication
    Classification using distance nearest neighbours
    This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label should depend more on class labels which are closer in the feature space, than those which are further away. Our approach builds on previous work by Holmes and Adams (2002, 2003) and Cucala et al. (2009). Our work shares many of the advantages of these approaches in providing a probabilistic basis for the statistical inference. In comparison to previous work, we present a more efficient computational algorithm to overcome the intractability of the Markov random field model. The results of our algorithm are encouraging in comparison to the k-nearest neighbour algorithm.
      420Scopus© Citations 13