Machine Learning Trick of the Day (7): Density Ratio Trick 2

Machine Learning Trick of the Day (7): Density Ratio Trick
· Read in · 1481 words · All posts in series · probability on its own is often an uninteresting thing. But when we can compare probabilities, that is when their full splendour is revealed. By comparing probabilities we are able form judgements; by comparing probabilities we can exploit the elements of our world that ...

On Marginal Likelihoods and Widely Applicable BIC 2

The marginal likelihood of a model is one the key quantities appearing throughout machine learning and statistics, since it provides an intuitive and natural objective function for model selection and parameter estimation. I recently read a new paper by Sumio Watanabe on A Widely applicable Bayesian information criterion (WBIC) (and to appear in JMLR soon) ...