Sentence examples for marginal likelihood of from inspiring English sources

The algorithm provides both posterior samples and an estimate of the evidence (marginal likelihood) of the model.

This is performed by maximising the marginal likelihood of the Gaussian process.

\] This expression is often called the marginal likelihood of the model: it expresses how probable the data is in the light of the model as a whole.

The harmonic mean method calculates an approximation of the marginal likelihood of a fitted model, while perplexity measures how well a fitted model can predict unseen data.

The MLE of (μ,D,σ2) is determined by the marginal likelihood of the observed data L(Y o ;μ,D,σ2), whereas this quantity is often intractable.

The PMP is proportional to the marginal likelihood of the respective model, i.e. the probability of the data given the model, times the prior model probability.

BMS evaluates the relative log-evidence (or log-marginal likelihood) of alternative models.

The AIC and the BIC, two of the penalized error measures included in our range, are approximations to the log-evidence or log-marginal likelihood of the model.

In addition, the KL divergence (Equation 1) quantifies the tightness of a lower bound to the log-marginal likelihood of the data (Beal 2003).

However, since the difference between the log-marginal likelihood of the data and the LLBO is difficult to quantify, the trend of LLBO as a function of K cannot be guaranteed to match that of the log-marginal likelihood.

Specifically, for any variational distribution q(Z a, Z b, P, Q), we have log p (G | K ) = ℰ [ q (Z a, Z b, Q, P ) ] + D k l (q (Z a, Z b, Q, P ) ‖ p (Z a, Z b, Q, P | G ) ), (4 where ℰ is a lower bound to the log-marginal likelihood of the data, log p(G| K).