2 00 6 Entropic criterion for model selection ∗

Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback-Leibler distance or relative entropy as a selection criterion. Yet that will raise two questions, why uses this criterion and are there any other criteria. Besides, conventional approaches require a reference prior, which is usually difficult to get. Following the logic of inductive inference proposed by Caticha [1], we show relative entropy to be a unique criterion, which requires no prior information and can be applied to different fields. We examine this criterion by considering a physical problem, simple fluids, and results are promising. Keyword : Model selection, Inductive inference, Kullback-Leibler distance, Relative entropy, Probability model PACS : 02.50.Sk, 02.50.Tt, 02.50.Le