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DOE OSTI · 1659392

Bayesian Model Selection as a Continuous-Variable Helmholtz Machine

Schneider, Michael D.
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Abstract

We show that Bayesian model selection is equivalent to optimization of a suitably defined free energy. The entropy term in the free energy is defined over the space of possible model selections and model parameters for a given model. Bayesian model selection thus follows a minimum description length principle.

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97 MATHEMATICS AND COMPUTING

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Schneider, Michael D.. 2020-03-03. Bayesian Model Selection as a Continuous-Variable Helmholtz Machine. https://doi.org/10.2172/1659392

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