# Tagged Questions

16 views

### Model selection between exponential and gamma distribution using cross validation

I have fitted the exponential and gamma model to my univariate data and obtained the MLE estimates using the R package "fitdistr", now I'm trying to do model selection based on leave-one-out cross ...
100 views

### Given samples from multiple normal RVs, how do we recover the histogram of their means?

Let $X_1,...,X_N$ be independent normal random variables. $X_i$ is normal with mean $\mu_i$ and standard deviation $\sigma_i$. Let $x_i$ be a single random sample from $X_i$. Input: We get all ...
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### 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 ...
174 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 ...
172 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 ...
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### 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 ...
### 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 $Y$: ...