Model Selection - Criteria For Model Selection

Criteria For Model Selection

  • Akaike information criterion
  • Bayes factor
  • Bayesian information criterion
  • Deviance information criterion
  • False discovery rate
  • Focused information criterion
  • Mallows' Cp
  • Minimum description length (Algorithmic information theory)
  • Minimum message length (Algorithmic information theory)
  • Structural Risk Minimization
  • Stepwise regression
  • Cross-validation

Read more about this topic:  Model Selection

Famous quotes containing the words criteria, model and/or selection:

    There are ... two minimum conditions necessary and sufficient for the existence of a legal system. On the one hand those rules of behavior which are valid according to the system’s ultimate criteria of validity must be generally obeyed, and on the other hand, its rules of recognition specifying the criteria of legal validity and its rules of change and adjudication must be effectively accepted as common public standards of official behavior by its officials.
    —H.L.A. (Herbert Lionel Adolphus)

    She represents the unavowed aspiration of the male human being, his potential infidelity—and infidelity of a very special kind, which would lead him to the opposite of his wife, to the “woman of wax” whom he could model at will, make and unmake in any way he wished, even unto death.
    Marguerite Duras (b. 1914)

    Every writer is necessarily a critic—that is, each sentence is a skeleton accompanied by enormous activity of rejection; and each selection is governed by general principles concerning truth, force, beauty, and so on.... The critic that is in every fabulist is like the iceberg—nine-tenths of him is under water.
    Thornton Wilder (1897–1975)