The importance of complexity in model selection

DOI10.1006/jmps.1999.1283zbMath0946.62094WikidataQ52080617 ScholiaQ52080617MaRDI QIDQ1977911

In Jae Myung

Publication date: 29 October 2000

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

Full work available at URL: https://semanticscholar.org/paper/c6e7e4bdf941322b03e7abe871af66119bde3c0f

zbMATH Keywords

model complexity

Mathematics Subject Classification ID

91E10: Cognitive psychology

62B10: Statistical aspects of information-theoretic topics

62P15: Applications of statistics to psychology

Related Items

An introduction to model selection, Statistical tests for comparing possibly misspecified and nonnested models, Key concepts in model selection: Performance and generalizability

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic properties of criteria for selection of variables in multiple regression
• A universal prior for integers and estimation by minimum description length
• Stochastic complexity and modeling
• Estimating the dimension of a model
• Informational complexity criteria for regression models.
• A comparison of learning models
• Akaike's information criterion and recent developments in information complexity
• Bayesian model selection and model averaging
• Cross-validation methods
• Model selection based on minimum description length
• Some information measures for testing stochastic models
• On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• The Selection of Prior Distributions by Formal Rules
• Bayes Factors
• Logical basis for information theory and probability theory
• Stochastic complexity and the mdl principle