منابع مشابه
Consistency of the Bic Order Estimator
We announce two results on the problem of estimating the order of a Markov chain from observation of a sample path. First is that the Bayesian Information Criterion (BIC) leads to an almost surely consistent estimator. Second is that the Bayesian minimum description length estimator, of which the BIC estimator is an approximation, fails to be consistent for the uniformly distributed i.i.d. proc...
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The Bayesian Information Criterion (BIC) estimates the order of a Markov chain (with nite alphabet A) from observation of a sample path x 1 ; x 2 ; : : :; x n , as that value k = ^ k that minimizes the sum of the negative logarithm of the k-th order maximum likelihood and the penalty term jAj k (jAj?1) 2 log n: We show that ^ k equals the correct order of the chain, eventually almost surely as ...
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Chen et al. (2010) propose a unified method – coordinate-independent sparse estimation (CISE) – that is able to simultaneously achieve sparse sufficient dimension reduction and screen out irrelevant and redundant variables efficiently. However, its attractive features depend on appropriate choice of the tuning parameter. In this note, we re-examine the Bayesian information criterion (BIC) in su...
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Model selection is commonly based on some variation of the BIC or minimum message length criteria, such as MML and MDL. In either case the criterion is split into two terms: one for the model (data code length/model complexity) and one for the data given the model (message length/data likelihood). For problems such as change detection, unsupervised segmentation or data clustering it is common p...
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Model selection is commonly based on some variation of the BIC or minimum message length criteria, such as MML and MDL. In either case the criterion is split into two terms: one for the model (data code length/model complexity) and one for the data given the model (message length/data likelihood). For problems such as change detection, unsupervised segmentation or data clustering it is common p...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2023
ISSN: 1017-0405
DOI: 10.5705/ss.202021.0145