A simple application of FIC to model selection

نویسنده

  • Paul A. Wiggins
چکیده

We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a simple example of the application of this criterion and a demonstration of the natural emergence of model complexities with both AIC-like (N) and BIC-like (logN ) scaling with observation number N . The application developed is deliberately simplified to make the analysis analytically tractable.

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عنوان ژورنال:
  • CoRR

دوره abs/1506.06129  شماره 

صفحات  -

تاریخ انتشار 2015