Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors' reply
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Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors' reply
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- Asymptotics of Discrete MDL for Online Prediction
- Bayes Factors
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Choosing a Model Selection Strategy
- Consistency of cross validation for comparing regression procedures
- Density estimation by stochastic complexity
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- Estimating the dimension of a model
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Cited in
(41)- Testing un-separated hypotheses by estimating a distance
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- Testing randomness online
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- A tutorial on adaptive design optimization
- Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Almost the best of three worlds: risk, consistency and optional stopping for the switch criterion in nested model selection
- Cross-validation for selecting a model selection procedure
- Minimum description length revisited
- Statistical problem classes and their links to information theory
- On consistency for time series model selection
- The no-free-lunch theorems of supervised learning
- Variable selection using P-splines
- On model selection from a finite family of possibly misspecified time series models
- Authors' reply to the discussion of `safe testing'
- Zihao Wen and David L. Dowe's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Maozai Tian, Keming Yu and Jiangfeng Wang's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Andrej Srakar's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Judith ter Schure's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Christian P. Robert and Joshua Bon's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Stefano Rizzelli's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Luigi Pace and Alessandra Salvan's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Joris Mulder's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Alexander Ly's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Sander Greenland's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Neil Dey, Ryan Martin, and Jonathan P. Williams' contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Christine P. Chai's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Marco Cattaneo's contribution to the discussion of ``Safe testing by Grünwald, de Heide, and Koolen
- Joshua bon and christian P. Robert's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Vladimir Vovk's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Wenkai Xu's contribution to the discussion of `safe testing' by Grünwald, de Heide and Koolen
- Christian Hennig's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Glenn Shafer's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Thorsten Dickhaus's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Martin larsson, aaditya ramdas, and johannes Ruf's contribution to the discussion of `safe testing' by Grünwald, de heide, and koolen
- David R. Bickel's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Seconder of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the discussion of `safe testing'
- Proposer of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the discussion of `safe testing'
- Safe testing
- A cheat sheet for Bayesian prediction
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