Model Order Selection Based on Information Theoretic Criteria: Design of the Penalty

4 Oct 2019Andrea MarianiAndrea GiorgettiMarco Chiani

Information theoretic criteria (ITC) have been widely adopted in engineering and statistics for selecting, among an ordered set of candidate models, the one that better fits the observed sample data. The selected model minimizes a penalized likelihood metric, where the penalty is determined by the criterion adopted... (read more)

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