SLIDE 37 P♦♣✉❧❛r s♣❛rs✐t② ♣r✐♦rs ❙♣❛rs❡ ❇❛②❡s✐❛♥ ❢❛❝t♦r ❛♥❛❧②s✐s ❆✈❡r❛❣❡ ❝❛s❡ t❤❡♦r② ❘❡s✉❧ts ❉✐s❝✉ss✐♦♥ ❙t❛♥❞❛r❞ P❈❆ r❡s✉❧t ❘❡s✉❧ts ❢♦r s♣❛rs❡ P❈❆ ✭❈❁✶✮ ❘❡s✉❧ts ❢♦r ✇❡❧❧✲♠❛t❝❤❡❞ ❞❛t❛ ❘❡s✉❧ts ❢♦r ✉♥♠❛t❝❤❡❞ ❞❛t❛ ▲✶ ♣r✐♦r
❘❡s✉❧ts ❢♦r ❞❛t❛ ❞✐str✐❜✉t✐♦♥ ✭✷✮✿ ρ(✇ ∗)
♣(✇t
✐ ) = (✶ − ❈t)δ(✇t ✐ ) + ❈tδ(✇t ✐ − λ−✶/✷ t
) ❈t = ✵.✷, λ = λt = ◆/✶✵✵, ▼ = ✷✵✵, ◆ = ▼/α
0.2 0.4 0.6 0.8 1 0.4 0.5 0.6 0.7 0.8 0.9 1 C ρ(w*) Delta−mixture versus Gaussian−mixture theory α=0.2 α=0.15 α=0.1 α=0.05 0.2 0.4 0.6 0.8 1 0.4 0.5 0.6 0.7 0.8 0.9 1 C ρ(w*) Theory versus MCMC averaged over 10 datasets α=0.2 α=0.15 α=0.1 α=0.05
❇❛②❡s✐❛♥ ❧❡❛r♥✐♥❣ ♦❢ s♣❛rs❡ ❢❛❝t♦r ❧♦❛❞✐♥❣s