Bayesian model selection
| dc.contributor.advisor | Kracík, Jan | |
| dc.contributor.author | Truong, Phuong Thi Thanh | |
| dc.contributor.referee | Thach, Thanh Tien | |
| dc.date.accepted | 2019-05-29 | |
| dc.date.accessioned | 2019-09-26T07:34:50Z | |
| dc.date.available | 2019-09-26T07:34:50Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | Model selection is an important problem in many branches including statistical analysis. In this thesis, we use the Bayesian model-selection to find the model that is the most suitable for the given data. We begin with Bayesian inference and theoretical background of Bayesian model selection. We derive the posterior distribution and marginal likelihood for linear regression models. By using Bayesian inference in regression models, we can identify the best model from generated datasets. | en |
| dc.description.abstract | Model selection is an important problem in many branches including statistical analysis. In this thesis, we use the Bayesian model-selection to find the model that is the most suitable for the given data. We begin with Bayesian inference and theoretical background of Bayesian model selection. We derive the posterior distribution and marginal likelihood for linear regression models. By using Bayesian inference in regression models, we can identify the best model from generated datasets. | cs |
| dc.description.department | 470 - Katedra aplikované matematiky | cs |
| dc.description.result | dobře | cs |
| dc.format.extent | 981006 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.other | OSD002 | |
| dc.identifier.sender | S2724 | |
| dc.identifier.thesis | TRU0084_FEI_N2647_1103T031_2019 | |
| dc.identifier.uri | http://hdl.handle.net/10084/138715 | |
| dc.language.iso | en | |
| dc.publisher | Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.rights.access | openAccess | |
| dc.subject | Bayesian statisstics, linear regression, model selection. | en |
| dc.subject | Bayesian statisstics, linear regression, model selection. | cs |
| dc.thesis.degree-branch | Výpočetní matematika | cs |
| dc.thesis.degree-grantor | Vysoká škola báňská - Technická univerzita Ostrava. Fakulta elektrotechniky a informatiky | cs |
| dc.thesis.degree-level | Magisterský studijní program | cs |
| dc.thesis.degree-name | Ing. | |
| dc.thesis.degree-program | Informační a komunikační technologie | cs |
| dc.title | Bayesian model selection | en |
| dc.title.alternative | Bayesovská volba modelu | cs |
| dc.type | Diplomová práce | cs |
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