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Results tagged with model-selection
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user 6827
Model selection is a problem of judging which model from some set performs best. Popular methods include $R^2$, AIC and BIC criteria, test sets, and cross-validation. To some extent, feature selection is a subproblem of model selection.
3
votes
1
answer
286
views
Effective sample size: does it depend on the model?
When applying the Bayesian information criterion, one has to use an "effective sample size" in the penalty term. E.g. if observing longitudinal data (e.g. changes in the blood pressure of an individua …
- 684
3
votes
0
answers
90
views
What is the relation between replica method and "reusable holdout" method?
Among many methods used to detect and avoid overfitting, I am particularly interested in those two:
replica method
reusable holdout
My question is: what is their relation in the context of adaptiv …
- 684
5
votes
1
answer
199
views
Sample size when fitting categorical survey data
I have a model which fits data from repeated surveys: at time $t$, a number $n_t$ respondents is asked a question and can give one of $K$ answers ($k=1, ..., K$). This is repeated $T$ times ($t = 1, . …
- 684
3
votes
1
answer
931
views
How do you derive AIC and BIC for discrete-valued observables?
Let's say I have an experiment which yields discrete results between 1 and $N$. I am modelling the results using a number of statistical models and want to use Akaike (corrected) or Bayesian Informati …
- 684