| bibtype |
K -
Conference Paper (Czech conference)
|
| ARLID |
0411327 |
| utime |
20240103182318.8 |
| mtime |
20060210235959.9 |
| ISBN |
80-7015-972-3 |
| title
(primary) (cze) |
Odhady počtu komponent modelu |
| publisher |
| place |
Praha |
| name |
JČMF |
| pub_time |
2004 |
|
| specification |
|
| serial |
| title
|
Robust 2004. Sborník prací 13. letní školy JČMF |
| page_num |
419-426 |
| editor |
|
| editor |
|
|
| title
(eng) |
Estimates of number of model components |
| keyword |
BIC |
| keyword |
Bayes factor |
| keyword |
MCMC |
| keyword |
order of model |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA201/02/0049 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005724 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(cze) |
Příspěvek se zabývá kriterii BIC a Bayes v faktor, dále pak použitím "Reversible jump" algoritmu Metropolise Hastingse, a nakonec uplatněním zjednodušeného prohledávání a hledání (s pomocí simulovaného žíhání) maxima aposteriorního rozložení, zároveň pro parametry modelu a počet jeho komponent. |
| abstract
(eng) |
The contribution deals with criteria for assessing the number of model components, namely BIC and Bayes factor. Further, the use of the Reversible jump Metropolis-Hastings algorithm is recalled. Finally, we study methods of effective search (also with the aid of simulated annealing) for the maximum of aposteriory distribution, jointly for parameters and model order. |
| action |
| ARLID |
cav_un_auth*0208899 |
| name |
ROBUST 2004. Letní škola JČMF /13./ |
| place |
Třešť |
| country |
CZ |
| dates |
07.06.2004-11.06.2004 |
|
| RIV |
BB |
| reportyear |
2006 |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0131409 |
| ID_orig |
UTIA-B 20050056 |
| arlyear |
2004 |
| mrcbU10 |
2004 |
| mrcbU10 |
Praha JČMF |
| mrcbU12 |
80-7015-972-3 |
| mrcbU63 |
Robust 2004. Sborník prací 13. letní školy JČMF 419 426 |
| mrcbU67 |
Antoch J. 340 |
| mrcbU67 |
Dohnal G. 340 |
|