The Akaike information criterion, AIC, is widely used for model selection. Using the AIC as the estimator of asymptotic unbias for the second term Kullbake-Leibler risk considers the divergence between the true model and offered models. However, it is an inconsistent estimator. A proposed approach

Model averaging to combine simulations of future global vegetation carbon stocks

Shi and Tsai (JRSSB, 2002) proposed an interesting residual information criterion (RIC) for model selection in regression. Their RIC was motivated by the principle of minimizing the Kullback-Leibler discrepancy between the residual likelihoods of the true and candidate model. We show, however

selection in phylogenetics, and that approaches like the Akaike Information Criterion (AIC) and Bayesian methods offer important advantages. In particular, the latter two methods are able to simultaneously compare multiple nested or nonnested models, assess model selection uncertainty, and allow

the precision of any submodel-based estimator. The framework is that of large-sample likelihood inference. Using an unbiased estimate of limiting risk, we propose a focussed information criterion for model selection, the FIC. We investigate and discuss properties of the method, establish some connections

approach to detect turns of a Gaussian process; the decision of a turn is based on the Bayesian Information Criterion (BIC), a model selection criterion well-known in the statistics literature. The BIC criterion can also be applied as a termination criterion in hierarchical methods for clustering of audio

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a novel variable-wise variance and yields selection of better, more

of statistical tests. The models ’ performance can be evaluated using either in-sample or out-of-sample criteria. In the former case, we suggest using the local Kullback-Leibler information criterion, whereas in the latter, we consider the local out-of-sample forecast loss, for a general loss function. We

The problem of model selection is considerably important for acquiring higher levels of generalization capability in supervised learning. In this paper, we propose a new criterion for model selection called the subspace information criterion (SIC), which is a generalization of Mallows ’ C L

it is impossible to identify a `true' parametric family on the basis of physical modeling, our results provide both data compression and channel coding justication for using the conditional density achieving the rate distortion function lower bound as a likelihood. Index Terms { Mutual information, rate