Titlebook: WAIC and WBIC with Python Stan; 100 Exercises for Bu Joe Suzuki Textbook 2023 The Editor(s) (if applicable) and The Author(s), under exclus

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Mathematical Preparation,In this chapter, we describe the mathematical knowledge necessary for understanding this book. First, we discuss matrices, open sets, closed sets, compact sets, the Mean Value Theorem, and Taylor expansions. All of these are topics covered in the first year of college. Next, we discuss absolute convergence and analytic functions.

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Information Criteria,In this chapter, we discuss information criteria such as AIC and BIC. In Watanabe’s Bayesian theory, new information criteria, such as WAIC and WBIC, are proposed. Existing information criteria assume that the true distribution is regular with respect to the statistical model, and they cannot be applied to general situations.

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Joe SuzukiFocuses on widely applicable information criterion (WAIC) & widely applicable Bayesian information criterion (WBIC).Presents 100 carefully selected exercises accompanied by solutions in the main text.

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https://doi.org/10.1007/978-981-99-3841-4Watanabe Bayesian Theory; Statistics; WAIC; Watanabe-Akaike Information Criterion; WBIC; Watanabe Bayesia

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Introduction to Watanabe Bayesian Theory,ion. Next, we define the true distribution . and the statistical model ., and find the set of . that minimizes the Kullback–Leibler (KL) information between them denoted as .. We then introduce the concepts of homogeneity with respect to ., realizability, and regularity between . and ..

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companied by solutions in the main text, enabling readers to effectively gauge their progress and comprehension..A comprehensive guide to Sumio Watanabe’s groundbreaking Bayes theory, demystifying a subject onc978-981-99-3840-7978-981-99-3841-4