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.

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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

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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 Occam factor
this entity surface form: Bayesian approaches to overfitting control in neural networks