Material Detail

Universal Principles, Approximation and Model Choices

Universal Principles, Approximation and Model Choices

This video was recorded at Workshop on Modelling in Classification and Statistical Learning, Eindhoven 2004. Universal principles are ones which make no reference to the subject matter of the data and include Maximum Likelihood, Bayes, AIC and MDL. In this talk we criticize the use of such principles to solve the problem of model choice. The criticism will be mainly directed against MDL but corresponding arguments can be made against the other principles. A concept of approximation will be introduced and its use in choosing a model illustrated by examples from non-parametric statistics.

Quality

  • User Rating
  • Comments
  • Learning Exercises
  • Bookmark Collections
  • Course ePortfolios
  • Accessibility Info

More about this material

Comments

Log in to participate in the discussions or sign up if you are not already a MERLOT member.