A NONINFORMATIVE PRIOR FOR NEURAL NETWORKS

Herbert Lee
Duke University

February 2000

While many implementations of Bayesian neural networks use large, complex hierarchical priors, in much of modern Bayesian statistics, noninformative (flat) priors are very common. This paper introduces a noninformative prior for feed-forward neural networks, describing several theoretical and practical advantages of this approach. Details of implementation via Markov chain Monte Carlo are included.


The manuscript is available in postscript and pdf formats