Variational Bayesian inference for comparison Var(1) models
Suppose that we wish to determine which models in a candidate set are most likely to have given rise to a set of observed data. Then, it is well-established that, from a Bayesian viewpoint, evaluation of the marginal likelihood for each candidate is a crucial step to this end. For the purposes of mo...
| Main Author: | |
|---|---|
| Published: |
University of Newcastle Upon Tyne
2009
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531779 |