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Generalized Bayesian Information Criterion (GBIC) #8

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mepcotterell opened this issue Jan 27, 2017 · 0 comments
Open

Generalized Bayesian Information Criterion (GBIC) #8

mepcotterell opened this issue Jan 27, 2017 · 0 comments
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@mepcotterell
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We should implement and test Generalized Bayesian Information Criterion (GBIC) [1] for estimating the optimal roughness penalty in the Smoothing_F class.

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[1] Konishi, Sadanori, Tomohiro Ando, and Seiya Imoto. 2004. “Bayesian Information Criteria and Smoothing Parameter Selection in Radial Basis Function Networks.” Biometrika 91 (1). Oxford University Press: 27–43. http://www.jstor.org/stable/20441077
@mepcotterell mepcotterell changed the title Implement GBIC Generalized Bayesian Information Criterion (GBIC) Feb 1, 2017
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