Model selection by normalized maximum likelihood

DOI10.1016/J.JMP.2005.06.008MaRDI QIDQ2507907zbMATH OpenOpenAlexFDO

Authors Jay I. Myung, Daniel J. Navarro, Mark A. Pitt

Publication date 5 October 2006

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2440/23025

zbMATH Keywords

model complexityinductive inferenceminimum description lengthcognitive modeling

Mathematics Subject Classification ID

Cognitive psychology (91E10) Information theory (general) (94A15) General considerations in statistical decision theory (62C05)

Recommendations

• Model selection with informative normalized maximum likelihood: data prior and model prior
• Model selection based on minimum description length
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• Model Selection Using the Minimum Description Length Principle
• Model Selection and the Principle of Minimum Description Length

Cites work

• scientific article; zbMATH DE number 4068049 (Why is no real title available?)
• scientific article; zbMATH DE number 4088698 (Why is no real title available?)
• scientific article; zbMATH DE number 4095371 (Why is no real title available?)
• scientific article; zbMATH DE number 45100 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 735230 (Why is no real title available?)
• scientific article; zbMATH DE number 1010621 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 1873661 (Why is no real title available?)
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• scientific article; zbMATH DE number 3276287 (Why is no real title available?)
• A Note on the Applied Use of MDL Approximations
• A Predictive Approach to Model Selection
• A universal prior for integers and estimation by minimum description length
• An Information Measure for Classification
• An introduction to model selection
• Bayes Factors
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Estimating the dimension of a model
• Fisher information and stochastic complexity
• Learning Theory
• MDL denoising
• Minimum Message Length and Kolmogorov Complexity
• Minimum description length induction, Bayesianism, and Kolmogorov complexity
• Model Selection and the Principle of Minimum Description Length
• Model selection based on minimum description length
• Modeling by shortest data description
• On the complexity of additive clustering models
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Refinements of MDL and MML Coding
• Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection
• Statistical Inference, Occam's Razor, and Statistical Mechanics on the Space of Probability Distributions
• Stochastic complexity and modeling
• Strong optimality of the normalized ML models as universal codes and information in data
• The Validity of the Likelihood Principle
• The elements of statistical learning. Data mining, inference, and prediction
• The importance of complexity in model selection
• The minimum description length principle in coding and modeling
• Theory of statistics

Cited in

(27)

• Hierarchical two-part MDL code for multinomial distributions
• The decomposed normalized maximum likelihood code-length criterion for selecting hierarchical latent variable models
• Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
• scientific article; zbMATH DE number 1389299 (Why is no real title available?)
• Model Selection and Testing by the MDL Principle
• Bayes factors: Prior sensitivity and model generalizability
• Length of the state trace: a method for partitioning model complexity
• Maximized log-likelihood updating and model selection.
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• The most likely common cause
• On the minimum description length complexity of multinomial processing tree models
• Why BDeu? Regular Bayesian network structure learning with discrete and continuous variables
• Individual differences in the algebraic structure of preferences
• Thou shalt identify! The identifiability of two high-threshold models in confidence-rating recognition (and super-recognition) paradigms
• Normalized ML and the MDL principle for variable selection in linear regression
• The flexibility of models of recognition memory: the case of confidence ratings
• A Note on the Applied Use of MDL Approximations
• Model selection with informative normalized maximum likelihood: data prior and model prior
• Model selection by minimum description length: lower-bound sample sizes for the Fisher information approximation
• Evaluating models of recognition memory using first- and second-choice responses
• Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions
• The flexibility of models of recognition memory: an analysis by the minimum-description length principle
• A tutorial on Fisher information
• Normalized maximum likelihood models for logit regression
• On the normalized maximum likelihood and Bayesian decision theory
• NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
• Classification and feature gene selection using the normalized maximum likelihood model for discrete regression

Describes a project that uses

Uses Software

• BayesDA

This page was built for publication: Model selection by normalized maximum likelihood

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2507907)