Classical Model Selection via Simulated Annealing

DOI10.1111/1467-9868.00399zbMath1065.62051OpenAlexW2064634282MaRDI QIDQ4665871

Ruth King, Nial Friel, Stephen P. Brooks

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00399

zbMATH Keywords

optimizationlogistic regressionautoregressive time seriesMarkov chain Monte Carlo methodsvariable selectioninformation criteriacapture-recaptureclassical statisticsreversible jump Markov chain Monte Carlo sampling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference (62F99) Numerical analysis or methods applied to Markov chains (65C40) Statistical aspects of information-theoretic topics (62B10)

Related Items (13)

Unnamed Item ⋮ Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods ⋮ Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods ⋮ Quick counts from non-selected polling stations ⋮ Trans-Dimensional Markov Chains and their Applications in Statistics ⋮ Adaptive Proposal Construction for Reversible Jump MCMC ⋮ Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions ⋮ Bayesian fractional polynomials ⋮ Theoretical and experimental study of through-wall microwave tomography inverse problems ⋮ Bayesian mixture modelling in geochronology via Markov chain Monte Carlo ⋮ Factors Influencing Soay Sheep Survival: A Bayesian Analysis ⋮ On time series model selection involving many candidate ARMA models ⋮ Multiset Model Selection

Uses Software

• BRENT

Cites Work

• Genetic algorithms and very fast simulated reannealing: A comparison
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• A Simplex Method for Function Minimization
• A new look at the statistical model identification
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