Posts tagged ‘Model Selection’

[ArXiv] Cross Validation

Statistical Resampling Methods are rather unfamiliar among astronomers. Bootstrapping can be an exception but I felt like it’s still unrepresented. Seeing an recent review paper on cross validation from [arXiv] which describes basic notions in theoretical statistics, I couldn’t resist mentioning it here. Cross validation has been used in various statistical fields such as classification, density estimation, model selection, regression, to name a few. Continue reading ‘[ArXiv] Cross Validation’ »

Curious Cases of the Null Hypothesis Probability

Even though I traced the astronomers’ casual usage of the null hypothesis probability in a fashion of reporting outputs from data analysis packages of their choice, there were still some curious cases of the null hypothesis probability that I couldn’t solve. They are quite mysterious to me. Sometimes too much creativity harms the original intention. Here are some examples. Continue reading ‘Curious Cases of the Null Hypothesis Probability’ »

[ArXiv] 4th week, May 2008

Eight astro-ph papers and two statistics paper are listed this week. One statistics paper discusses detecting filaments and the other talks about maximum likelihood estimation of satellite images (clouds). Continue reading ‘[ArXiv] 4th week, May 2008’ »

[ArXiv] 2nd week, Mar. 2008

Warning! The list is long this week but diverse. Some are of CHASC’s obvious interest. Continue reading ‘[ArXiv] 2nd week, Mar. 2008’ »

[ArXiv] 3rd week, Feb. 2008

It seems like I omit papers deserving attentions from time to time. If you find one, please leave a message. Even better if a summary can be left for a separate posting. Continue reading ‘[ArXiv] 3rd week, Feb. 2008’ »

[Quote] When all the models are wrong

From page 103 of Bayesian Model Selection and Model Averaging by L. Wasserman (2000) Journal of Mathematical Psychology, 44, pp.92-107 Continue reading ‘[Quote] When all the models are wrong’ »

[ArXiv] 1st week, Feb. 2008

Review papers on Bayesian hierarchical modeling and LAR (least angle regression) appeared in this week’s stat arXiv and in addition to interesting astro-ph papers.

A review paper on LASSO and LAR: [stat.ME:0801.0964] T. Hesterberg
   Least Angle and L1 Regression: A Review
Model checking for Bayesian hierarchical modeling: [stat.ME:0802.0743] M. J. Bayarri, M. E. Castellanos
   Bayesian Checking of the Second Levels of Hierarchical Models
Continue reading ‘[ArXiv] 1st week, Feb. 2008’ »

[ArXiv] 3rd week, Jan. 2008

Seven preprints were chosen this week and two mentioned model selection. Continue reading ‘[ArXiv] 3rd week, Jan. 2008’ »

[ArXiv] 2nd week, Jan. 2007

It is notable that there’s an astronomy paper contains AIC, BIC, and Bayesian evidence in the title. The topic of the paper, unexceptionally, is cosmology like other astronomy papers discussed these (statistical) information criteria (I only found a couple of papers on model selection applied to astronomical data analysis without articulating CMB stuffs. Note that I exclude Bayes factor for the model selection purpose).

To find the paper or other interesting ones, click Continue reading ‘[ArXiv] 2nd week, Jan. 2007’ »

[ArXiv] Post Model Selection, Nov. 7, 2007

Today’s arxiv-stat email included papers by Poetscher and Leeb, who have been working on post model selection inference. Sometimes model selection is misled as a part of statistical inference. Simply, model selection can be considered as a step prior to inference. How you know your data are from chi-square distribution, or gamma distribution? (this is a model selection problem with nested models.) Should I estimate the degree of freedom, k from Chi-sq or α and β from gamma to know mean and error? Will the errors of the mean be same from both distributions? Continue reading ‘[ArXiv] Post Model Selection, Nov. 7, 2007’ »

[ArXiv] 2nd week, Oct. 2007

Frankly, there was no astrostatistically interesting paper from astro-ph this week but profitable papers from the statistics side were posted. For the list, click Continue reading ‘[ArXiv] 2nd week, Oct. 2007’ »

Cross-validation for model selection

One of the most frequently cited papers in model selection would be An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike’s Criterion by M. Stone, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 39, No. 1 (1977), pp. 44-47.
(Akaike’s 1974 paper, introducing Akaike Information Criterion (AIC), is the most often cited paper in the subject of model selection).
Continue reading ‘Cross-validation for model selection’ »