A simple application of FIC to model selection
Data Analysis, Statistics and Probability
2015-06-23 v1 Machine Learning
Machine Learning
Abstract
We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a simple example of the application of this criterion and a demonstration of the natural emergence of model complexities with both AIC-like () and BIC-like () scaling with observation number . The application developed is deliberately simplified to make the analysis analytically tractable.
Cite
@article{arxiv.1506.06129,
title = {A simple application of FIC to model selection},
author = {Paul A. Wiggins},
journal= {arXiv preprint arXiv:1506.06129},
year = {2015}
}
Comments
7 Pages, 1 figure, & Appendix. arXiv admin note: text overlap with arXiv:1506.05855