Bayesian Neural Networks with Correlating Residuals (1999)
by
Aki Vehtari
,
Jouko Lampinen
| Venue: | In IJCNN'99: Proceedings of the 1999 International Joint Conference on Neural Networks. IEEE |
| Citations: | 6 - 4 self |
BibTeX
@INPROCEEDINGS{Vehtari99bayesianneural,
author = {Aki Vehtari and Jouko Lampinen},
title = {Bayesian Neural Networks with Correlating Residuals},
booktitle = {In IJCNN'99: Proceedings of the 1999 International Joint Conference on Neural Networks. IEEE},
year = {1999},
pages = {no.},
publisher = {IEEE}
}
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Abstract
Usually in multivariate regression problem it is' assumed that residuals' of outputs' are independent of each other. In many applications a more realistic model would allow dependencies between the outputs'. In this paper we show how a Bayesian treatment using Markov Chain Monte Carlo (MCMC) method can allow for a full covariance matrix with Multi Layer Perceptton (MLP) neural networks'.
