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IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 1
On MCMC Sampling in Bayesian MLP Neural Networks
Como, Italy
July 24-July 27
ISBN: 0-7695-0619-4
Aki Vehtari, Helsinki University of Technology
Simo Särkkä, Helsinki University of Technology
Jouko Lampinen, Helsinki University of Technology
Bayesian MLP neural networks are a flexible tool in complex nonlinear problems. The approach is complicated by need to evaluate integrals over high-dimensional probability distributions. The integrals are generally approximated with Markov Chain Monte Carlo (MCMC) methods. There are several practical issues, which arise when implementing MCMC. This article discusses the choice of starting values and the number of chains in Bayesian MLP models. We propose a new method for choosing the starting values based on early stopping and we demonstrate the benefits of using several independent chains.
Citation:
Aki Vehtari, Simo Särkkä, Jouko Lampinen, "On MCMC Sampling in Bayesian MLP Neural Networks," ijcnn, vol. 1, pp.1317, IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 1, 2000
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