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Ockham's Razor from a Fully Probabilistic Design Perspective

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    0552153 - ÚTIA 2022 RIV CZ eng V - Research Report
    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.
    R&D Projects: GA ČR(CZ) GA18-15970S
    Institutional support: RVO:67985556
    Keywords : Ockham’s Razor * Hierarchical Fully Probabilistic Design * Parametric Inference * Fully Probabilistic Design
    OECD category: 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.
    Permanent Link: http://hdl.handle.net/11104/0327298

     
     
Number of the records: 1