Model selection with informative normalized maximum likelihood: data prior and model prior

DOI10.1142/9789814368018_0012MaRDI QIDQ2946499zbMATH OpenOpenAlexFDO

Authors Jun Zhang

Publication date 17 September 2015

Published in Descriptive and Normative Approaches to Human Behavior (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/01b93b839a30ac8c8bbe16bddb9b6d1ed09be1f9

Mathematics Subject Classification ID

Point estimation (62F10) Statistical ranking and selection procedures (62F07) Applications of statistics to psychology (62P15) Cognitive psychology (91E10) Minimax procedures in statistical decision theory (62C20) Measurement and performance in psychology (91E45)

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(12)

• A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons
• Variable selection in linear regression: several approaches based on normalized maximum likelihood
• Classification and feature gene selection using the normalized maximum likelihood model for discrete regression
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• On some properties of the NML estimator for Bernoulli strings
• scientific article; zbMATH DE number 3956183 (Why is no real title available?)
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• Normalized maximum likelihood models for logit regression
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• The flexibility of models of recognition memory: the case of confidence ratings
• Normalized ML and the MDL principle for variable selection in linear regression
• Bayes factors, relations to minimum description length, and overlapping model classes

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