The Akaike information criterion, AIC, is a widely known and extensively used tool for statistical model selection. AIC serves as an asymptotically unbiased estimator of a variant of Kullback's directed divergence between the true model and a ΓΏtted approximating model. The directed divergence is an
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A general divergence criterion for prior selection
β Scribed by Malay Ghosh; Victor Mergel; Ruitao Liu
- Publisher
- Springer Japan
- Year
- 2009
- Tongue
- English
- Weight
- 194 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
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