A Bayesian framework for the analysis of radial basis functions (RBF) is proposed that accommodates uncertainty in the dimension of the model. A distribution is denned over the space of all RBF models of a given basis function, and posterior densities are computed using reversible jump Markov chain Monte Carlo samplers (Green, 1995). This alleviates the need to select the architecture during the modeling process. The resulting networks are shown to adjust their size to the complexity of the data.

Original publication

DOI

10.1162/089976698300017421

Type

Journal article

Journal

Neural Computation

Publication Date

01/07/1998

Volume

10

Pages

1217 - 1233