VBA: A Probabilistic Treatment of Nonlinear Models for Neurobiological and Behavioural Data
Figure 3
Selection error rate and the Laplace-Chernoff risk.
The (univariate) prior predictive density of two generative models (blue) and
(green) are plotted as a function of data y, given an arbitrary design u. The dashed grey line shows the marginal predictive density
that captures the probabilistic prediction of the whole comparison set
. The area under the curve (red) measures the model selection error rate
, which depends upon the discriminability between the two prior predictive density
and
. This is precisely what the Laplace-Chernoff risk
is a measure of. Adapted from [14].