A note on AIC-type criteria, MDL principle and nonlinear model selection

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Huang, Fuchun (2004) A note on AIC-type criteria, MDL principle and nonlinear model selection. In: Proceedings of The International Conference on Optimization: Techniques and Applications, 9 December 2004, Ballarat, Australia. (Unpublished)

Abstract

By two examples this note illustrates that in nonlinear model selection it is essentially not the number of parameters but the total description length of the model, including the description length of the parameters, should be penalized in cooperating with the `goodness-of-¯t' of the model to the data. The fact illustrated is in favor of MDL principle rather than AIC-type criteria in nonlinear model selection.

Item type Conference or Workshop Item (Paper)
URI https://vuir.vu.edu.au/id/eprint/1549
Subjects Historical > Faculty/School/Research Centre/Department > School of Engineering and Science
Historical > RFCD Classification > 280000 Information, Computing and Communication Sciences
Keywords AIC-type criteria, MDL principle, nonlinear regression, nonlinear autoregression, model selection
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