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Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

While the Bayesian Information Criterion (BIC) and Akaike Information Criterion (AIC) are powerful tools for model selection in linear regression, they are built on different prior assumptions and thereby apply to different data generation…

Unmeasured covariates constitute one of the important problems in causal inference. Even if there are some unmeasured covariates, some instrumental variable methods such as a two-stage residual inclusion (2SRI) estimator, or a…

Factorized information criterion (FIC) is a recently developed approximation technique for the marginal log-likelihood, which provides an automatic model selection framework for a few latent variable models (LVMs) with tractable inference…

The efficacy of family-based approaches to mixture model-based clustering and classification depends on the selection of parsimonious models. Current wisdom suggests the Bayesian information criterion (BIC) for mixture model selection.…

Finite mixture models are ubiquitous in modern statistical modeling, and a recurring practical issue is choosing the model order. In \citet[Sankhy\=a Series A, \textbf62, pp. 49--66]{keribin2000consistent}, the Bayesian information…

Model selection in linear regression models is a major challenge when dealing with high-dimensional data where the number of available measurements (sample size) is much smaller than the dimension of the parameter space. Traditional methods…

A maximum likelihood based model selection of discrete Bayesian networks is considered. The model selection is performed through scoring function $S$, which, for a given network $G$ and $n$-sample $D_n$, is defined to be the maximum…

We study model selection by the Bayesian information criterion (BIC) in fixed-dimensional exploratory factor analysis over a fixed finite family of compact covariance classes. Our main result shows that the BIC is strongly consistent for…

Model selection is the problem of distinguishing competing models, perhaps featuring different numbers of parameters. The statistics literature contains two distinct sets of tools, those based on information theory such as the Akaike…

The Bayesian information criterion (BIC), defined as the observed data log likelihood minus a penalty term based on the sample size $N$, is a popular model selection criterion for factor analysis with complete data. This definition has also…

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

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…

In the problem of selecting variables in a multivariate linear regression model, we derive new Bayesian information criteria based on a prior mixing a smooth distribution and a delta distribution. Each of them can be interpreted as a fusion…

Model selection is a ubiquitous problem that arises in the application of many statistical and machine learning methods. In the likelihood and related settings, it is typical to use the method of information criteria (IC) to choose the most…

The Akaike information criterion (AIC) is a model selection criterion widely used in practical applications. The AIC is an estimator of the log-likelihood expected value, and measures the discrepancy between the true model and the estimated…

Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics and in other branches of biology. However…

Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in…