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Abstract: Although Bayesian analysis has been in use since Laplace, the Bayesian method of model--comparison has only recently been developed in depth. In this paper, the Bayesian approach to regularisation and model--comparison is demonstrated by studying the inference problem of interpolating noisy data. The concepts and methods described are quite general and can be applied to many other problems. Regularising constants are set by examining their posterior probability distribution. Alternative... (Update)
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BibTeX entry: (Update)
D.J.C. MacKay. Bayesian interpolation. Neural Computation, 4(3):415--447, May 1992. http://citeseer.ist.psu.edu/article/mackay91bayesian.html More
@article{ mackay92bayesian,
author = "MacKay, D. J. C.",
title = "{B}ayesian Interpolation",
journal = "Neural Computation",
volume = "4",
number = "3",
pages = "415--447",
year = "1992",
url = "citeseer.ist.psu.edu/article/mackay91bayesian.html" }
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