The Robust Bayesian Approach to the Model Selection AlgorithmKrzysztof W Fornalski1* and Ludwik Dobrzynski2
- *Corresponding Author:
- Krzysztof W. Fornalski
PGE EJ 1, ul. Mysia 2, 00- 496 Warszawa, Poland
E-mail: [email protected]
Received: 22/06/2015 Accepted: 04/08/2015 Published: 26/10/2015
The paper presents the robust Bayesian approach to the experimental data analysis. Firstly, the algorithm of the curve fitting to data points is introduced. The method is based on the robust Bayesian regression analysis, which substantially reduces the role of outlying data points (outliers). In the second part the Bayesian model selection algorithm was presented. Finally, the exemplary applications of both methods are discussed.