Variational approximations in Bayesian model selection

McGrory, Clare Anne (2005) Variational approximations in Bayesian model selection. PhD thesis, University of Glasgow.

Abstract

The research presented in this thesis is on the topic of the Bayesian approach to statistical inference. In particular it focuses on the analysis of mixture models. Mixture models are a useful tool for representing complex data and are widely applied in many areas of statistics (see, for example, Titterington et al. (1985)). The representation of mixture models as missing data models is often useful as it makes more techniques of inference available to us. In addition, it allows us to introduce further dependencies within the mixture model hierarchy leading to the definition of the hidden Markov model and the hidden Markov random field model (see Titterington (1990)). Chapter 1 introduces the main themes of the thesis. It provides an overview of variational methods for approximate Bayesian inference and describes the Deviance Information Criterion for Bayesian model selection. Chapter 2 reviews the theory of finite mixture models and extends the variational approach and the Deviance Information Criterion to mixtures of Gaussians. Chapter 3 examines the use of the variational approximation for general mixtures of exponential family models and considers the specific application to mixtures of Poisson and Exponential densities. Chapter 4 describes how the variational approach can be used in the context of hidden Markov models. It also describes how the Deviance Information Criterion can be used for model selection with this class of model. Chapter 5 explores the use of variational Bayes and the Deviance Information Criterion in hidden Markov random field analysis. In particular, the focus is on the application to image analysis. Chapter 6 summarises the research presented in this thesis and suggests some possible avenues of future development. The material in chapter 2 was presented at the ISBA 2004 world conference in Viña del Mar, Chile and was awarded a prize for best student presentation.

• Item Type: Thesis (PhD)
• Qualification Level: Doctoral
• Subjects: H Social Sciences > HA Statistics; Q Science > QA Mathematics
• Colleges/Schools: College of Science and Engineering > School of Mathematics and Statistics > Statistics
• Supervisor's Name: Titterington, Professor Mike
• Date of Award: 2005
• Depositing User: Mrs Marie Cairney
• Unique ID: glathesis:2005-6941
• Copyright: Copyright of this thesis is held by the author.
• Date Deposited: 03 Dec 2015 13:50
• Last Modified: 19 Apr 2016 15:15
• URI: https://theses.gla.ac.uk/id/eprint/6941