相关论文: The Residual Information Criterion, Corrected

The information criterion for determining the number of explanatory variables in a subset regression modeling is discussed. Information criterion such as AIC is effective and frequently used in model selection for ordinary regression models…

We derive an information criterion to select a parametric model of complete-data distribution when only incomplete or partially observed data is available. Compared with AIC, our new criterion has an additional penalty term for missing…

The semiparametric estimation approach, which includes inverse-probability-weighted and doubly robust estimation using propensity scores, is a standard tool in causal inference, and it is rapidly being extended in various directions. On the…

We propose information criteria that measure the prediction risk of a predictive density based on the Bayesian marginal likelihood from a frequentist point of view. We derive criteria for selecting variables in linear regression models,…

This paper applies the recently axiomatized Optimum Information Principle (minimize the Kullback-Leibler information subject to all relevant information) to nonparametric density estimation, which provides a theoretical foundation as well…

The Misspecification-Resistant Information Criterion (MRIC) proposed in [H.-L. Hsu, C.-K. Ing, H. Tong: On model selection from a finite family of possibly misspecified time series models. The Annals of Statistics. 47 (2), 1061--1087…

The widely applicable information criterion (WAIC) has been used as a model selection criterion for Bayesian statistics in recent years. It is an asymptotically unbiased estimator of the Kullback-Leibler divergence between a Bayesian…

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…

We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Statistical inference is considered for variables of interest, called primary variables, when auxiliary variables are observed along with the primary variables. We consider the setting of incomplete data analysis, where some primary…

Model order selection (MOS) in linear regression models is a widely studied problem in signal processing. Techniques based on information theoretic criteria (ITC) are algorithms of choice in MOS problems. This article proposes a novel…

For the multivariate linear regression model with unknown covariance, the corrected Akaike information criterion is the minimum variance unbiased estimator of the expected Kullback--Leibler discrepancy. In this study, based on the loss…

Many important modeling tasks in linear regression, including variable selection (in which slopes of some predictors are set equal to zero) and simplified models based on sums or differences of predictors (in which slopes of those…

The Bayesian and Akaike information criteria aim at finding a good balance between under- and over-fitting. They are extensively used every day by practitioners. Yet we contend they suffer from at least two afflictions: their penalty…

Model selection is of fundamental importance to high dimensional modeling featured in many contemporary applications. Classical principles of model selection include the Kullback-Leibler divergence principle and the Bayesian principle,…

The information criterion AIC has been used successfully in many areas of statistical modeling, and since it is derived based on the Taylor expansion of the log-likelihood function and the asymptotic distribution of the maximum likelihood…

This paper proposes an information-based inference method for partially identified parameters in incomplete models that is valid both when the model is correctly specified and when it is misspecified. Key features of the method are: (i) it…

This paper motivates and develops a novel and focused approach to variable selection in linear regression models. For estimating the regression mean $\mu=\E\,(Y\midd x_0)$, for the covariate vector of a given individual, there is a list of…

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…