相关论文: An improved method for model selection based on In…

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 problem of model selection is considered for the setting of interpolating estimators, where the number of model parameters exceeds the size of the dataset. Classical information criteria typically consider the large-data limit,…

The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential ones is an empirical question. There might exist several…

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 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…

The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by $\ell_1$-type penalties is…

Information criteria have had a profound impact on modern ecological science. They allow researchers to estimate which probabilistic approximating models are closest to the generating process. Unfortunately, information criterion comparison…

Information criteria such as Akaike's (AIC) and Bayes' (BIC) are widely used for model selection in physics and beyond, quantifying the tradeoff between model complexity and goodness-of-fit to enforce parsimony. However, their derivation…

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…

Conventional likelihood-based information criteria for model selection rely on the distribution assumption of data. However, for complex data that are increasingly available in many scientific fields, the specification of their underlying…

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 choice of model class is fundamental in statistical learning and system identification, no matter whether the class is derived from physical principles or is a generic black-box. We develop a method to evaluate the specified model class…

This paper describes a generalizable model evaluation method that can be adapted to evaluate AI/ML models across multiple criteria including core scientific principles and more practical outcomes. Emerging from prediction competitions in…

For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…

We develop an algorithm for model selection which allows for the consideration of a combinatorially large number of candidate models governing a dynamical system. The innovation circumvents a disadvantage of standard model selection which…

We test three common information criteria (IC) for selecting the order of a Hawkes process with an intensity kernel that can be expressed as a mixture of exponential terms. These processes find application in high-frequency financial data…

The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, increasing domain, and combinations of these. For…

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict…