• DocumentCode
    2300381
  • Title

    The Catch-Up Phenomenon

  • Author

    Grünwald, Peter ; De Rooij, Steven ; van Erven, Tim

  • Author_Institution
    Centrum voor Wiskunde en Inf., Amsterdam
  • fYear
    2008
  • fDate
    5-9 May 2008
  • Firstpage
    259
  • Lastpage
    260
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/ITW.2008.4578662
  • Filename
    4578662
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2300381