A simple application of FIC to model selection
Abstract
We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a simple example of the application of this criterion and a demonstration of the natural emergence of model complexities with both AIC-like ($N^0$) and BIC-like ($\log N$) scaling with observation number $N$. The application developed is deliberately simplified to make the analysis analytically tractable.
- Publication:
-
arXiv e-prints
- Pub Date:
- June 2015
- DOI:
- 10.48550/arXiv.1506.06129
- arXiv:
- arXiv:1506.06129
- Bibcode:
- 2015arXiv150606129W
- Keywords:
-
- Physics - Data Analysis;
- Statistics and Probability;
- Computer Science - Machine Learning;
- Statistics - Machine Learning
- E-Print:
- 7 Pages, 1 figure, &