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arXiv · 1506.06129

A simple application of FIC to model selection

Paul A. Wiggins
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Abstract

We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a simple example of the application of this criterion and a demonstration of the natural emergence of model complexities with both AIC-like ($N^0$) and BIC-like ($\log N$) scaling with observation number $N$. The application developed is deliberately simplified to make the analysis analytically tractable.

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Paul A. Wiggins. 2015-06-19. A simple application of FIC to model selection. https://arxiv.org/abs/1506.06129

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