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We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information theoretic argument we derive a measure "p"<sub>"D"</sub> for the effective number of parameters in a model as the difference between the posterior mean of the...
Persistent link: https://www.econbiz.de/10005658865
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A Bayesian approach to analyze the modes of variation in a set of curves is suggested. It is based on a generative model thus allowing for noisy and sparse observations of curves. A Demmler-Reinsch(-type) basis is used to enforce smoothness of the latent ('eigen')functions. Inference, including...
Persistent link: https://www.econbiz.de/10005165802