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对于多模型推理框架的模型选择概率的引导式近似
Andres Dajles1, Joseph Cavanaugh1
1Department of Biostatistics, University of Iowa, 145 N. Riverside Drive, Iowa City, IA 52242, USA.
Entropy (Basel, Switzerland)
|July 26, 2024
概括
统计模型的选择可能会有偏见. 这项研究纠正了模型选择概率中的引导偏差,并表明Akaike权重是这些概率的糟糕替代品,尽管对模型可信度有用.
科学领域:
- 统计 统计 统计 统计
- 统计建模 统计建模
- 模型选择 模型选择
背景情况:
- 统计建模通常涉及从一系列候选模型中进行选择.
- 信息标准平衡了数据忠实性和节性,但忽视选择变异性会导致有缺陷的推断.
- 多模型框架解决建模不确定性,理想情况下使用模型选择概率.
研究的目的:
- 调查模型选择概率的引导近似中的偏差.
- 建议对基于启动的模型选择概率进行偏差校正.
- 评估Akaike权重作为模型选择概率的替代品.
主要方法:
- 采用启动方式来估计模型选择的概率.
- 引入了一个偏差校正方法,用于引导式近似.
- 与Akaike权重比较启动式近似概率.
主要成果:
- 对于近似模型选择概率的常规引导方法被证明是有偏见的.
- 提出并证明了一种简单的校正来调整这种偏差.
- 发现Akaike权重是选择概率的不充分近似.
结论:
- 考虑到模型选择的不确定性对于有效的统计推理至关重要.
- 提议的引导纠正可以提高模型选择概率的准确性.
- 虽然对评估模型可信度有用,但Akaike权重不应作为选择概率的直接替代品.
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