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Ockham's Razor from a Fully Probabilistic Design Perspective
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SYSNO ASEP 0552153 Document Type V - Research Report R&D Document Type O - Ostatní Title Ockham's Razor from a Fully Probabilistic Design Perspective Author(s) Hoffmann, A. (US)
Quinn, Anthony (UTIA-B) ORCIDIssue data Praha: ÚTIA AV ČR v. v. i.,, 2021 Series Research Report Series number 2391 Number of pages 7 s. Publication form Print - P Language eng - English Country CZ - Czech Republic Keywords Ockham’s Razor ; Hierarchical Fully Probabilistic Design ; Parametric Inference ; Fully Probabilistic Design Subject RIV BD - Theory of Information OECD category Statistics and probability R&D Projects GA18-15970S GA ČR - Czech Science Foundation (CSF) Institutional support UTIA-B - RVO:67985556 Annotation 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2022
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