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20171110
. .
4
5
6
SNS
AIAI
11
X1,X2,,Xn
G
q(x)
p(x)
E[ G ] = + o( ) d
n
1
n
d : , n:
N(x) : m,
p(x|a,s) = (1/s) N( (x-a)/s )
p(X1|w) p(X2|w) p(Xn|w)
p(x|a,b) = (1-a) N(x) + a N(x-b)
(1)
(2) 2
, n=30 (1/s) N((x-a)/s), a=0, s=1.
, n=3000 (1-a)N(x) + aN(x-b), a=0.5, b=0.3
30
n
E[ G ] = + o( )
n
1
n
: , n:
< d/2
s
W
AIC
E[ ] = E[ ] + d
n
d : , n:
AIC
AIC
1993,
WAIC
E[ ] = E[ ] + E[ ]
= Vw[ log p(X|w) ]
d/2n
p(x|w) = ak G(x-bk)K
k=1
x R2
n=50.
K=8, =5
WAIC
] = E[]
WAIC
(1)
(2)
(3)
(1)
x
f
State of Art
f(x) = = x(f)
()
(3)
q(x)
S= - q(x) log q(x)
S
, -, , 66(3), 172-173, 2011.
1
2 3 11, n=30, n=3000 19 21 AIC WAICWAIC(1) () (3)