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The Covariance Inflation Criterion for Adaptive Model Selection

โœ Scribed by Robert Tibshirani; Keith Knight


Book ID
108547505
Publisher
Blackwell Publishing
Year
1999
Tongue
English
Weight
259 KB
Volume
61
Category
Article
ISSN
0952-8385

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Entropic criterion for model selection
โœ Chih-Yuan Tseng ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 159 KB

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