Ockham's Razor from a Fully Probabilistic Design Perspective

0552153 - ÚTIA 2022 RIV CZ eng V - Výzkumná zpráva
Hoffmann, A. - Quinn, Anthony
Ockham's Razor from a Fully Probabilistic Design Perspective.
Praha: ÚTIA AV ČR v. v. i.,, 2021. 7 s. Research Report, 2391.
Grant CEP: GA ČR(CZ) GA18-15970S
Institucionální podpora: RVO:67985556
Klíčová slova: Ockham’s Razor * Hierarchical Fully Probabilistic Design * Parametric Inference * Fully Probabilistic Design
Obor OECD: Statistics and probability
http://library.utia.cas.cz/separaty/2021/AS/quinn-0552153.pdf

This research report investigates an approach to the design of an Ockham prior penalising parametric complexity in the Hierarchical Fully Probabilistic Design (HFPD) [1] setting. We identify a term which penalises the introduction of an additional parameter in the Wold decomposition. We also derive the objective Ockham Parameter Prior (OPI) in this context, based on earlier work [2], and we show that the two are, in fact, closely related. This confers validity on the HFPD Ockham term.
Trvalý link: http://hdl.handle.net/11104/0327298