Bayesian Occam factor

E183588

The Bayesian Occam factor is a term in Bayesian model comparison that automatically penalizes overly complex models by integrating over their larger parameter spaces, thereby implementing Occam’s razor in probabilistic inference.

All labels observed (2)

How this entity was disambiguated

Statements (44)

Predicate Object
instanceOf concept in Bayesian model comparison ⓘ
concept in Bayesian statistics ⓘ
formalization of Occam's razor ⓘ
appliesTo hierarchical Bayesian models ⓘ
nested models ⓘ
non-nested models ⓘ
arisesFrom marginalization of parameters ⓘ
normalization of posterior distribution ⓘ
basedOn integration over parameter space ⓘ
likelihood function ⓘ
prior distribution over parameters ⓘ
captures trade-off between model complexity and data fit ⓘ
componentOf Bayes factor between models ⓘ
log model evidence decomposition ⓘ
contrastsWith pure maximum likelihood model comparison ⓘ
unpenalized goodness-of-fit criteria ⓘ
dependsOn data informativeness ⓘ
model parameterization ⓘ
prior width of model parameters ⓘ
domain probabilistic inference ⓘ
statistical learning theory ⓘ
effect favors simpler models when fit is similar ⓘ
penalizes large parameter spaces ⓘ
reduces evidence for unnecessarily flexible models ⓘ
encourages models that generalize well ⓘ
parsimonious models ⓘ
hasRole balances model fit and complexity ⓘ
controls overfitting in Bayesian inference ⓘ
penalizes overly complex models ⓘ
implements Occam's razor ⓘ
interpretation measure of how much of the prior parameter space remains plausible after seeing the data ⓘ
mathematicallyExpressedAs ratio of effective parameter volume supported by data to prior parameter volume ⓘ
relatedTo Bayes factor ⓘ
information criteria such as BIC ⓘ
marginal likelihood ⓘ
minimum description length principle ⓘ
model evidence ⓘ
posterior model probability ⓘ
studiedIn Bayesian model selection literature ⓘ
usedBy Bayesian statisticians ⓘ
machine learning researchers ⓘ
usedIn Bayesian hypothesis testing ⓘ
Bayesian model comparison ⓘ
Bayesian model selection ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Occam's razor → relatedConcept → Bayesian Occam factor ⓘ
Radford M. Neal → researchContribution → Bayesian approaches to overfitting control in neural networks ⓘ
linked to: Bayesian Occam factor