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We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a biascorrected adjustment of within-sample error. We focus on the choices involved in setting up these measures, and we compare them in three simple examples, one theoretical and(More)
In this article we propose a new Rao-Blackwellized particle filtering based algorithm for tracking an unknown number of targets. The algorithm is based on formulating probabilistic stochastic process models for target states, data associations, and birth and death processes. The tracking of these stochastic processes is implemented using sequential Monte(More)
BACKGROUND The risk of recurrence of gastrointestinal stromal tumour (GIST) after surgery needs to be estimated when considering adjuvant systemic therapy. We assessed prognostic factors of patients with operable GIST, to compare widely used risk-stratification schemes and to develop a new method for risk estimation. METHODS Population-based cohorts of(More)
Magnetoencephalography (MEG) allows millisecond-scale non-invasive measurement of magnetic fields generated by neural currents in the brain. However, localization of the underlying current sources is ambiguous due to the so-called inverse problem. The most widely used source localization methods (i.e., minimum-norm and minimum-current estimates (MNE and(More)
We give a short review on the Bayesian approach for neural network learning and demonstrate the advantages of the approach in three real applications. We discuss the Bayesian approach with emphasis on the role of prior knowledge in Bayesian models and in classical error minimization approaches. The generalization capability of a statistical model, classical(More)
We propose a new Rao-Blackwellized sequential Monte Carlo method for tracking multiple targets in presence of clutter and false alarm measurements. The advantage of the new approach is that Rao-Blackwellization allows the estimation algorithm to be partitioned into single target tracking and data association sub-problems, where the single target tracking(More)
Magnetoencephalography (MEG) provides millisecond-scale temporal resolution for noninvasive mapping of human brain functions, but the problem of reconstructing the underlying source currents from the extracranial data has no unique solution. Several distributed source estimation methods based on different prior assumptions have been suggested for the(More)
This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model, which has a non-log-concave likelihood. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have been proposed. Expectation propagation (EP) has been found to(More)
This article presents a classical type of solution to the time series prediction competition, the CATS benchmark, which is organized as a special session of the IJCNN 2004 conference. The solution is based on sequential application of the Kalman smoother, which is a classical statistical tool for estimation and prediction of time series. The Kalman smoother(More)