Model selection via information criteria

被引：0
|
作者：
Talata Z. [1 ]
机构：
[1] Stochastics Research Group, Hungarian Academy of Sciences, H-1364 Budapest
来源：
Periodica Mathematica Hungarica | 2005年 / 51卷 / 1期
关键词：
Basic neighborhood estimation; Bayesian information criterion; Context tree estimation; Information criterion; Markov random field; Minimum description length; Model selection;
D O I：
10.1007/s10998-005-0023-7
中图分类号：
学科分类号：
摘要：
This is a survey of the information criterion approach to model selection problems. New results about context tree estimation and the estimation of the basic neighborhood of Markov random fields are also mentioned. © Akadémiai Kiadó.
引用
收藏
页码：99 / 117
页数：18
相关论文
共 50 条
  • [1] Information criteria for model selection
    Zhang, Jiawei
    Yang, Yuhong
    Ding, Jie
    WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2023, 15 (05)
  • [2] INFORMATION CRITERIA FOR MODEL SELECTION
    KOZUBOVSKY, SF
    YURACHKOVSKY, YP
    AVTOMATIKA, 1981, (04): : 80 - 89
  • [3] Model selection for dynamical systems via sparse regression and information criteria
    Mangan, N. M.
    Kutz, J. N.
    Brunton, S. L.
    Proctor, J. L.
    PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2017, 473 (2204):
  • [4] Information criteria for astrophysical model selection
    Liddle, Andrew R.
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2007, 377 (01) : L74 - L78
  • [5] Generalised information criteria in model selection
    Konishi, S
    Kitagawa, G
    BIOMETRIKA, 1996, 83 (04) : 875 - 890
  • [6] Information criteria for statistical model selection
    Shibata, R
    ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE, 2002, 85 (04): : 32 - 38
  • [7] Model Selection via Focused Information Criteria for Complex Data in Ecology and Evolution
    Claeskens, Gerda
    Cunen, Celine
    Hjort, Nils Lid
    FRONTIERS IN ECOLOGY AND EVOLUTION, 2019, 7
  • [8] On the Use of Information Criteria for Model Selection in Phylogenetics
    Susko, Edward
    Roger, Andrew J.
    MOLECULAR BIOLOGY AND EVOLUTION, 2020, 37 (02) : 549 - 562
  • [9] A Comparison of Information Criteria for Traffic Model Selection
    Tune, Paul
    Roughan, Matthew
    Cho, Kenjiro
    2016 10TH INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING AND COMMUNICATION SYSTEMS (ICSPCS), 2016,
  • [10] On measures of information and divergence and model selection criteria
    Karagrigoriou, Alex
    Papaioannou, Takis
    STATISTICAL MODELS AND METHODS FOR BIOMEDICAL AND TECHNICAL SYSTEMS, 2008, : 503 - +
12345