Browsing Matematisk institutt by Author "Dahl, Fredrik A."

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  • How Online Learning Approaches Ornstein Uhlenbeck Processes 
    Dahl, Fredrik A. (Research report / Forskningsrapport, 2005)
    We show that under reasonable conditions, online learning for a nonlinear function near a local minimum is similar to a multivariate Ornstein Uhlenbeck process. This implies that the parameter state oscillates randomly ...
  • On the Conservativeness of Posterior Predictive P-values 
    Dahl, Fredrik A. (Research report / Forskningsrapport, 2005)
  • Post-Processing Posterior Predictive P-values 
    Hjort, Nils Lid; Dahl, Fredrik A.; Steinbakk, Gunnhildur Högnadottir (Research report / Forskningsrapport, 2004)
    This article addresses issues of model choice in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and depend ...
  • Representing Human Uncertainty by Subjective Likelihood Estimates 
    Dahl, Fredrik A. (Research report / Forskningsrapport, 2004)
    We give a definition of human uncertainty through subjective likelihood estimates. The subject is asked for his estimated likelihood of a discrete variable, given a present piece of uncertain observation, under the ...
  • A robust conflict measure of internal inconsistencies in Bayesian hierarchical models 
    Dahl, Fredrik A.; Gåsemyr, Jørund; Natvig, Bent (Research report / Forskningsrapport, 2005)
    O'Hagan (2003) introduces some tools for criticism of Bayesian hierarchical models that can be applied at each node of the model, with a view to diagnosing problems of model fit at any point in the model structure. His ...