An upper bound on the Bayesian error bars for generalized linear regression

In the Bayesian framework, predictions for a regression problem are expressed in terms of a distribution of output values. The mode of this distribution corresponds to the most probable output, while the uncertainty associated with the predictions can conveniently be expressed in terms of error bars. In this paper we consider the evaluation of error bars in the context of the class of generalized linear regression models. We provide insights into the dependence of the error bars on the location of the data points and we derive an upper bound on the true error bars in terms of the contributions from individual data points which are themselves easily evaluated.

On the relationship between Bayesian error bars and the input data density

We investigate the dependence of Bayesian error bars on the distribution of data in input space. For generalized linear regression models we derive an upper bound on the error bars which shows that, in the neighbourhood of the data points, the error bars are substantially reduced from their prior values. For regions of high data density we also show that the contribution to the output variance due to the uncertainty in the weights can exhibit an approximate inverse proportionality to the probability density. Empirical results support these conclusions.

Statistical mechanics of error-correcting codes

We investigate the performance of error-correcting codes, where the code word comprises products of K bits selected from the original message and decoding is carried out utilizing a connectivity tensor with C connections per index. Shannon's bound for the channel capacity is recovered for large K and zero temperature when the code rate K/C is finite. Close to optimal error-correcting capability is obtained for finite K and C. We examine the finite-temperature case to assess the use of simulated annealing for decoding and extend the analysis to accommodate other types of noisy channels.