Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma

Tim van Erven Peter Grünwald Steven de Rooij

Published in: CoRR (2008)

Keyphrases

model selection
maximum likelihood
information criterion
model selection criteria
bayesian information criterion
closed form
machine learning
learning algorithm
solution quality
simulated annealing
solution space
selection criterion
linear equations
akaike information criterion