Title :
The Catch-Up Phenomenon
Author :
Grünwald, Peter ; De Rooij, Steven ; van Erven, Tim
Author_Institution :
Centrum voor Wiskunde en Inf., Amsterdam
Abstract :
We consider inference based on a countable set of models (sets of probability distributions), focusing on two tasks: model selection and model averaging. In model selection tasks, the goal is to select the model that best explains the given data. In model averaging, the goal is to find the weighted combination of models that leads to the best prediction of future data from the same source.
Keywords :
inference mechanisms; modelling; statistical distributions; catch-up phenomenon; countable set; data prediction; inference; model averaging; model selection task; probability distribution; Bayesian methods; Books; Convergence; Predictive models; Probability distribution;
Conference_Titel :
Information Theory Workshop, 2008. ITW '08. IEEE
Conference_Location :
Porto
Print_ISBN :
978-1-4244-2269-2
Electronic_ISBN :
978-1-4244-2271-5
DOI :
10.1109/ITW.2008.4578662
