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An IV based criterion for model order selection

✍ Scribed by Hoai Nghia Duong; Ioan Doré Landau


Book ID
107725058
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
638 KB
Volume
32
Category
Article
ISSN
0005-1098

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Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback-Leibler distance or relative entropy as a selection criterion. Yet that will raise two questions, why use this criterion and are there any other