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Department of Mathematics,
University of California San Diego

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Seminar

Yosi Rinott

Hebrew University (UCSD Emeritus)

On model selection: Another attempt to quantify the quality of models. Joint work with David Azriel.

Abstract:

Following various ideas in the literature, we try to provide a measure of the predictive quality of a model that corresponds to the AIC criterion when used for model selection. I will discuss the proposed measure and our motivation, and depending on time, describe some related ideas and issues as background.

Host: Ian Abramson

November 19, 2014

2:00 PM

AP&M 6402

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