Tokyo Tech Research Repository (T2R2)

Research Highlight Information

Research Highlight Title

Japanese:	情報量規準 WAIC と WBIC
English:	Information Criteria WAIC and WBIC

Author

Japanese:	渡邊澄夫.
English:	SUMIO WATANABE.

Related Documents

Content

Japanese:	任意の三組（真の分布・統計モデル・事前分布）の評価を行える情報量規準WAICとWBICを考案しました。Github(ソフトウエア開発のための共有サービスサイト）で WAIC と検索すれば世界中の多くの実問題に使われていることがわかります。純粋な数学的理論と幅広い実務とが結ばれた珍しい例です。
English:	New Information Criteria WAIC and WBIC were devised, which are available for an arbitrary triple of a true distribution, a statistical model, and a prior. In Github, you can find many software programs which realize WAIC and/or WBIC. This is a rare example which connects pure theory and widely practical applications.

Start-End Year

2010-2016

International

Foreign

Japanese

URL