A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The paper derives an equation linking WAIC and WBIC for singular models.
LS improves model selection for singular statistical models.
Evaluation of the marginal likelihood plays an important role in model selection problems. The widely applicable Bayesian information criterion (WBIC) and singular Bayesian information criterion (sBIC) give approximations to the log marginal likelihood, which can be applied to both regular and singular models. When the…
A new method estimates the learning coefficient using empirical loss.
A statistical model or a learning machine is called regular if the map taking a parameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite. If otherwise, it is called singular. In regular statistical models, the Bayes free energy, which is defined by the minus…
We introduce thermodynamic response functions for singular Bayesian models.