A Metric Based on the Efficient Determination Criterion
Jesús E. García,
Verónica A. González-López,
Johsac I. Gomez Sanchez
Abstract:This paper extends the concept of metrics based on the Bayesian information criterion (BIC), to achieve strongly consistent estimation of partition Markov models (PMMs). We introduce a set of metrics drawn from the family of model selection criteria known as efficient determination criteria (EDC). This generalization extends the range of options available in BIC for penalizing the number of model parameters. We formally specify the relationship that determines how EDC works when selecting a model based on a th… Show more
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