Apr 20th, 2008| 09:05 pm | Posted by hlee
The dichotomy of outliers; detecting outliers to be discarded or to be investigated; statistics that is robust enough not to be influenced by outliers or sensitive enough to alert the anomaly in the data distribution. Although not related, one paper about outliers made me to dwell on what outliers are. This week topics are diverse. Continue reading ‘[ArXiv] 3rd week, Apr. 2008’ »
Tags:
background,
bootstrap,
calibration errors,
Cash statistics,
clusters,
CMB,
corona,
edge detection,
FFT,
gravitational lens,
maximum likelihood,
multiscale,
neural network,
outlier,
SDSS,
sunspot,
systematic errors,
topology,
WMAP,
XMM-Newton Category:
arXiv,
High-Energy,
MCMC |
Comment
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).
Continue reading ‘Cross-validation for model selection’ »
Tags:
AIC,
Cash statistics,
cross-validation,
exponential family,
Fisher information,
maximum likelihood,
Model Selection,
resampling,
score,
TIC Category:
Algorithms,
arXiv,
Frequentist,
Methods,
Stat |
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