Aug 19th, 2007| 11:35 pm | Posted by hlee
One of the most frequently cited papers in model selection would be An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike’s Criterion by M. Stone, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 39, No. 1 (1977), pp. 44-47.
(Akaike’s 1974 paper, introducing Akaike Information Criterion (AIC), is the most often cited paper in the subject of model selection).
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Tags:
AIC,
Cash statistics,
cross-validation,
exponential family,
Fisher information,
maximum likelihood,
Model Selection,
resampling,
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TIC Category:
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Aug 14th, 2007| 10:17 pm | Posted by hlee
During the International X-ray Summer School, as a project presentation, I tried to explain the inadequate practice of χ^2 statistics in astronomy. If your best fit is biased (any misidentification of a model easily causes such bias), do not use χ^2 statistics to get 1σ error for the 68% chance of capturing the true parameter.
Later, I decided to do further investigation on that subject and this paper came along: Astrostatistics: Goodness-of-Fit and All That! by Babu and Feigelson.
Continue reading ‘Astrostatistics: Goodness-of-Fit and All That!’ »
Tags:
Anderson-Darling,
Babu,
best-fit,
bias,
bootstrap,
chi-square,
Cramer-von Mises,
Feigelson,
Kolmogorov-Smirnoff,
Kullback-Leibler distance,
nonparametric,
parametric,
resampling Category:
Algorithms,
arXiv,
Astro,
Fitting,
High-Energy,
Methods,
Spectral,
Stat |
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