Tagged Questions
4
votes
1answer
114 views
Two simple or one complex model, BIC and likelihood
I have a set of data points with a total number of Nt. I know a priori that the data comes from two distinct processes (distributions). I am trying to find the optimal model parameters together with ...
4
votes
2answers
124 views
Gaussian Process goodness of fit
Let's say I got a Gaussian Process model $M$ based on some training data. Now I get a stream of sample data of a certain batch size coming in.
The GP does not model a time series, but it's trying to ...
2
votes
1answer
133 views
Using mle2() for age-period-cohort models
I've followed guidelines for comparing models in Chapter 6 of Bolker's Ecological Models and Data in R, applying code used in this section to cancer count data. The models include parameters for age ...
1
vote
1answer
112 views
What is the outline for the procedure of model selection, with different models based on likelihood functions?
I have two basic models $M_1$ and $M_2$. They each have a likelihood function;
$L_{M_1} = f(\mathbf{X}|\mathbf{\theta_1})$ and $L_{M_2} = f(\mathbf{X}|\mathbf{\theta_2})$ (here $\mathbf{X}$ is the ...
5
votes
1answer
94 views
Estimation by future likelihood maximization
Background
Conventional approaches to fitting a priori models to observed data seek to find those model parameters that maximize the likelihood of the data. For more complicated models, this ...
2
votes
1answer
204 views
How can I calculate the probability of model $g_i$ given a set of $n$ models and AIC values?
Background
I have a data set $Y$:
...
