Monthly
288 pp. per issue
6 x 9, illustrated
ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

April 1, 1998, Vol. 10, No. 3, Pages 749-770
(doi: 10.1162/089976698300017737)
© 1998 Massachusetts Institute of Technology
Issues in Bayesian Analysis of Neural Network Models
Article PDF (218.54 KB)
Abstract

Stemming from work by Buntine and Weigend (1991) and MacKay (1992), there is a growing interest in Bayesian analysis of neural network models. Although conceptually simple, this problem is computationally involved. We suggest a very efficient Markov chain Monte Carlo scheme for inference and prediction with fixed-architecture feedforward neural networks. The scheme is then extended to the variable architecture case, providing a data-driven procedure to identify sensible architectures.