bibtype J - Journal Article
ARLID 0463052
utime 20240103212639.4
mtime 20160926235959.9
SCOPUS 84978967308
WOS 000383292500035
DOI 10.1016/j.ins.2016.07.035
title (primary) (eng) Fully probabilistic design of hierarchical Bayesian models
specification
page_count 16 s.
media_type P
serial
ARLID cav_un_epca*0256752
ISSN 0020-0255
title Information Sciences
volume_id 369
volume 1 (2016)
page_num 532-547
publisher
name Elsevier
keyword Fully probabilistic design
keyword Ideal distribution
keyword Minimum cross-entropy principle
keyword Bayesian conditioning
keyword Kullback-Leibler divergence
keyword Bayesian nonparametric modelling
author (primary)
ARLID cav_un_auth*0213041
share 34
name1 Quinn
name2 A.
country IR
author
ARLID cav_un_auth*0101124
full_dept (cz) Adaptivní systémy
full_dept Department of Adaptive Systems
department (cz) AS
department AS
full_dept Department of Adaptive Systems
share 33
name1 Kárný
name2 Miroslav
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0101092
full_dept (cz) Adaptivní systémy
full_dept Department of Adaptive Systems
department (cz) AS
department AS
full_dept Department of Adaptive Systems
share 33
name1 Guy
name2 Tatiana Valentine
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2016/AS/karny-0463052.pdf
cas_special
project
ARLID cav_un_auth*0292725
project_id GA13-13502S
agency GA ČR
abstract (eng) The minimum cross-entropy principle is an established technique for design of an un- known distribution, processing linear functional constraints on the distribution. More generally, fully probabilistic design (FPD) chooses the distribution-within the knowledge-constrained set of possible distributions-for which the Kullback-Leibler divergence to the designer’s ideal distribution is minimized. These principles treat the unknown distribution deterministically. In this paper, fully probabilistic design is applied to hierarchical Bayesian models for the first time, yielding optimal design of a (possibly nonparametric) stochastic model for the unknown distribution. This equips minimum cross-entropy and FPD distributional estimates with measures of uncertainty. It enables robust choice of the optimal model, as well as randomization of this choice. The ability to process non-linear functional constraints in the constructed distribution significantly extends the applicability of these principles.
RIV BB
reportyear 2017
num_of_auth 3
mrcbC52 4 A hod 4ah 20231122141902.5
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0262369
cooperation
ARLID cav_un_auth*0333787
name Trinity College Dublin
country IE
mrcbC64 1 Department of Adaptive Systems UTIA-B 10201 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE
confidential S
mrcbC86 2 Article Computer Science Information Systems
mrcbT16-e COMPUTERSCIENCEINFORMATIONSYSTEMS
mrcbT16-j 1.09
mrcbT16-s 1.781
mrcbT16-4 Q1
mrcbT16-B 80.37
mrcbT16-D Q1
mrcbT16-E Q1
arlyear 2016
mrcbTft \nSoubory v repozitáři: karny-0463052.pdf
mrcbU14 84978967308 SCOPUS
mrcbU34 000383292500035 WOS
mrcbU63 cav_un_epca*0256752 Information Sciences 0020-0255 1872-6291 Roč. 369 č. 1 2016 532 547 Elsevier