Model Selection and Model Averaging pdf epub mobi txt 电子书 下载 2025
- model-selection
- 数据分析
- 数学
- econometrics
Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.
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生物医学中比较小众的建模方式，其实跟ensemble learning很相似的思想，个人感觉在小样本拟合困难的时候可以尝试一下
评分统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。
评分统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。
评分统计学中模型选择的经典书籍，与其他学科的交叉还有待开发。
评分生物医学中比较小众的建模方式，其实跟ensemble learning很相似的思想，个人感觉在小样本拟合困难的时候可以尝试一下
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