Ockham's Razor from a Fully Probabilistic Design Perspective

0552153 20231122150312.720220121235959.9 Ockham's Razor from a Fully Probabilistic Design Perspective Praha ÚTIA AV ČR v. v. i., 2021 7 s. P Research Report 2391 Ockham’s Razor Hierarchical Fully Probabilistic Design Parametric Inference Fully Probabilistic Design cav_un_auth*0280054 Hoffmann A. US cav_un_auth*0370768 Quinn Anthony UTIA-B Adaptivní systémy Department of Adaptive Systems AS AS Department of Adaptive Systems IE Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2021/AS/quinn-0552153.pdf GA18-15970S GA ČR CZ cav_un_auth*0362986 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. BD 10000 10100 10103 2022 4 O 4o 20231122150312.7 RVO:67985556 http://hdl.handle.net/11104/0327298 S 2021 Soubory v repozitáři: 0552153.pdf 2021 Praha ÚTIA AV ČR v.v.i.,