Authors

• Wanhua Su
• Hugh Chipman
• Mu Zhu

Abstract

When using the K-nearest neighbours (KNN) method, one
often ignores the uncertainty in the choice of K. To account for such
uncertainty, Bayesian KNN (BKNN) has been proposed and studied
(Holmes and Adams 2002 Cucala et al. 2009). We present some evidence
to show that the pseudo-likelihood approach for BKNN, even after
being corrected by Cucala et al. (2009), still significantly underestimates
model uncertainty.

Keywords

• Bootstrap interval
• MCMC
• posterior interval
• pseudolikelihood