BAYESIAN FACTOR ANALYSIS AND INFORMATION CRITERION
نویسندگان
چکیده
منابع مشابه
A widely applicable Bayesian information criterion
A statistical model or a learning machine is called regular if the map taking a parameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite. If otherwise, it is called singular. In regular statistical models, the Bayes free energy, which is defined by the minus logarithm of Bayes marginal likelihood, can be asymptotically approximated b...
متن کاملA Bayesian information criterion for portfolio selection
The mean-variance theory of Markowitz (1952) indicates that large investment portfolios naturally provide better risk diversification than small ones. However, due to parameter estimation errors, one may find ambiguous results in practice. Hence, it is essential to identify relevant stocks to alleviate the impact of estimation error in portfolio selection. To this end, we propose a linkage cond...
متن کاملSpeaker Clustering Based on Bayesian Information Criterion
This paper presents an effective method for clustering unknown speech utterances based on their associated speakers. The proposed method jointly optimizes the generated clusters and the number of clusters according to a Bayesian information criterion (BIC). The criterion assesses a partitioning of utterances based on how high the level of withincluster homogeneity can be achieved at the expense...
متن کاملBayesian information criterion for censored survival models.
We investigate the Bayesian Information Criterion (BIC) for variable selection in models for censored survival data. Kass and Wasserman (1995, Journal of the American Statistical Association 90, 928-934) showed that BIC provides a close approximation to the Bayes factor when a unit-information prior on the parameter space is used. We propose a revision of the penalty term in BIC so that it is d...
متن کاملWilcoxon-type generalized Bayesian information criterion
We extend the basic idea of Schwarz (1978) and develop a generalized Bayesian information criterion for regression model selection. The new criterion relaxes the usually strong distributional assumption associated with Schwarz’s BIC by adopting a Wilcoxon-type dispersion function and appropriately adjusting the penalty term. We establish that the Wilcoxon-type generalized BIC preserves the cons...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bulletin of informatics and cybernetics
سال: 2008
ISSN: 0286-522X
DOI: 10.5109/18995