相关论文: On the Equivalence of Factorized Information Crite…

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…

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…

We present the nested Chinese restaurant process (nCRP), a stochastic process which assigns probability distributions to infinitely-deep, infinitely-branching trees. We show how this stochastic process can be used as a prior distribution in…

One of the most used priors in Bayesian clustering is the Dirichlet prior. It can be expressed as a Chinese Restaurant Process. This process allows nonparametric estimation of the number of clusters when partitioning datasets. Its key…

Claeskens and Hjort (2003) constructed the focused information criterion (FIC) and developed frequentist model averaging methods using maximum likelihood estimators assuming the observations to be independent and identically distributed.…

Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of…

The distance dependent Chinese Restaurant Process (ddCRP) provides a flexible prior distribution for clustering observations, incorporating covariate information through pairwise distances and accommodating a rich variety of cluster…

In this work, we propose a modified Bayesian Information Criterion (BIC) specifically designed for mixture models and hierarchical structures. This criterion incorporates the determinant of the Hessian matrix of the log-likelihood function,…

In the information-based paradigm of inference, model selection is performed by selecting the candidate model with the best estimated predictive performance. The success of this approach depends on the accuracy of the estimate of the…

We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for non-exchangeability. This class can be used to model many kinds of dependencies between data in infinite…

A major challenge to equity among members of queer communities is the use of one's chosen forms of reference, such as personal names or pronouns. Speakers often dismiss their misuses of pronouns as "unintentional", and claim that their…

Most existing content-based filtering approaches learn user profiles independently without capturing the similarity among users. Bayesian hierarchical models \cite{Zhang:Efficient} learn user profiles jointly and have the advantage of being…

We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…

This paper focuses on the problem of hierarchical non-overlapping clustering of a dataset. In such a clustering, each data item is associated with exactly one leaf node and each internal node is associated with all the data items stored in…

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

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…

This paper proposes a criterion for simultaneous GMM model and moment selection: the generalized focused information criterion (GFIC). Rather than attempting to identify the "true" specification, the GFIC chooses from a set of potentially…

When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point…

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…

We study model selection and model averaging in generalized additive partial linear models (GAPLMs). Polynomial spline is used to approximate nonparametric functions. The corresponding estimators of the linear parameters are shown to be…