Journal of Signal Processing
Online ISSN : 1880-1013
Print ISSN : 1342-6230
ISSN-L : 1342-6230
A Note on the Evidence Approximation in Bayesian Experimental Design Models Based on an Orthonormal System
Yoshifumi Ukita
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2018 Volume 22 Issue 6 Pages 307-314


In this paper, we first present a theorem on the relationship between the traditional model and a model based on an orthonormal system in experimental design. Using the theorem, the former model can be converted to the latter, and vice versa. Next, we introduce prior distributions over the hyperparameters for experimental design models to consider fully Bayesian predictions. Combining the conversion and a previous result, we show that we can make an approximation in which we set the hyperparameters to specific values determined by maximizing the evidence function.

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© 2018 Research Institute of Signal Processing, Japan
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