Keep it simple stupid - On the effect of lower-order terms in BIC-like criteria
نویسندگان
چکیده
We study BIC-like model selection criteria. In particular, we approximate the lower-order terms, which typically include the constant log ∫ √ det I(θ) dθ, where I(θ) is the Fisher information at parameter value θ. We observe that the constant can sometimes be a huge negative number that dominates the other terms in the criterion for moderate sample sizes. At least in the case of Markov sources, including the lower-order terms in the criteria dramatically degrades model selection accuracy. A take-home lesson is to keep it simple.
منابع مشابه
Quantitative clinical rheumatology: "keep it simple, stupid": MDHAQ function, pain, global, and RAPID3 quantitative scores to improve and document the quality of rheumatologic care.
Volume 36, no. 6 Document the Quality of Rheumatologic Care Function, Pain, Global, and RAPID3 Quantitative Scores to Improve and ''Keep It Simple, Stupid'': MDHAQ Quantitative Clinical Rheumatology: THEODORE PINCUS and TUULIKKI SOKKA http://www.jrheum.org/content/36/6/1099 J Rheumatol 2009;36;1099-1100 http://www.jrheum.org/alerts 1. Sign up for TOCs and other alerts http://jrheum.com/faq 2....
متن کاملAvoiding Middle-income Trap in Muslim Majority Countries: The Effect of Total Factor Productivity, Human Capital, and Age Dependency Ratio
In 2010, the World Bank categorized countries in per capita gross domestic product in terms of purchasing power parity (at constant 1990 prices) in three categories: low, middle (lower and upper) and high income. If a country caught at least 28 years in lower middle income level and at least 14 years caught in upper middle-income level, then they are trapped in lower middle and upper middle...
متن کاملHidden Markov Random Field Model Selection Criteria Based on Mean Field-Like Approximations
Hidden Markov random fields appear naturally in problems such as image segmentation, where an unknown class assignment has to be estimated from the observations at each pixel. Choosing the probabilistic model that best accounts for the observations is an important first step for the quality of the subsequent estimation and analysis. A commonly used selection criterion is the Bayesian Informatio...
متن کاملProbability Distribution Fitting to Maternal Mortality in Nigeria.
The consequences of Maternal Mortality (MM) cannot be overemphasized. It inhibits population growth resulting into loss of lives among others. This work tends to obtain the maternal mortality rates (MMR) in Nigeria, identify some fitted distributions to MMR and determine which of the distributions best fits the data. A comprehensive Exploratory Data Analysis (EDA) was carried on MM and the MMRs...
متن کامل