Statistical physical view of statistical inference in Bayesian linear regression model.

This paper considers similarities between statistical physics and Bayes inference through the Bayesian linear regression model. Some similarities have been discussed previously, such as the analogy between the marginal likelihood in Bayes inference and the partition function in statistical mechanics. In particular, this paper considers the proposal to associate discrete sample size with inverse temperature [C.

Sparse Bayesian Learning With Weakly Informative Hyperprior and Extended Predictive Information Criterion.

This article considers the regression problem with sparse Bayesian learning (SBL) when the number of weights P is larger than the data size N , i.e., P >> N .