English

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 (N0N^0) and BIC-like (logN\log N) scaling with observation number NN. The application developed is deliberately simplified to make the analysis analytically tractable.

Keywords

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

R2 v1 2026-06-22T09:56:58.541Z