Reversible Jump MCMC Simulated Annealing for Neural Networks

We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network parameters and the number of basis functions. It performs a global...

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Detalhes bibliográficos
Principais autores: Andrieu, C, de Freitas, N, Doucet, A
Formato: Conference item
Publicado em: Morgan Kaufmann 2000