Bayesian model learning based on a parallel MCMC strategy View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2006-12

AUTHORS

Jukka Corander, Mats Gyllenberg, Timo Koski

ABSTRACT

We introduce a novel Markov chain Monte Carlo algorithm for estimation of posterior probabilities over discrete model spaces. Our learning approach is applicable to families of models for which the marginal likelihood can be analytically calculated, either exactly or approximately, given any fixed structure. It is argued that for certain model neighborhood structures, the ordinary reversible Metropolis-Hastings algorithm does not yield an appropriate solution to the estimation problem. Therefore, we develop an alternative, non-reversible algorithm which can avoid the scaling effect of the neighborhood. To efficiently explore a model space, a finite number of interacting parallel stochastic processes is utilized. Our interaction scheme enables exploration of several local neighborhoods of a model space simultaneously, while it prevents the absorption of any particular process to a relatively inferior state. We illustrate the advantages of our method by an application to a classification model. In particular, we use an extensive bacterial database and compare our results with results obtained by different methods for the same data. More... »

PAGES

355-362

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11222-006-9391-y

DOI

http://dx.doi.org/10.1007/s11222-006-9391-y

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1042853180


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