The variational approach to Bayesian inference enables simultaneous estimation of model parameters and model complexity. An interesting feature of this approach is that it also leads to an automatic choice of model complexity. Empirical results from the analysis of hidden Markov models with...

Highlights, trends and influences are identified associated with the pages of Biometrika subsequent to the editorship of Karl Pearson. Copyright 2013, Oxford University Press.

The aims of this short note are two-fold. First, it shows that, for a random variable X, the area under the curve of its folded cumulative distribution function equals the mean absolute deviation (MAD) from the median. Such an equivalence implies that the MAD is the area between the cumulative...

The interpretation of generative, discriminative and hybrid approaches to classification is discussed, in particular for the generative-discriminative tradeoff (GDT), a hybrid approach. The asymptotic efficiency of the GDT, relative to that of its generative or discriminative counterpart, is...

Many contemporary classifiers are constructed to provide good performance for very high dimensional data. However, an issue that is at least as important as good classification is determining which of the many potential variables provide key information for good decisions. Responding to this...