2008
DOI: 10.1080/03610910701812428
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Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion

Abstract: The Bayesian information criterion (BIC) is widely used for variable selection. We focus on the regression setting for which variations of the BIC have been proposed. A version that includes the Fisher Information matrix of the predictor variables performed best in one published study. In this article, we extend the evaluation, introduce a performance measure involving how closely posterior probabilities are approximated, and conclude that the version that includes the Fisher Information often favors regressio… Show more

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Cited by 13 publications
(19 citation statements)
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“…An iterative, inverse problem algorithm is then needed that searches for the solution that produces the best overall fit to the observable facility data. Model averaging is an extension of this strategy that might also be considered (Burr et al, 2008). In the example above, perhaps the shielding is known to be either iron or lead with a measured thickness, so the gamma attenuation correction would be applied for either iron or lead.…”
Section: Problem Formulationmentioning
confidence: 99%
“…An iterative, inverse problem algorithm is then needed that searches for the solution that produces the best overall fit to the observable facility data. Model averaging is an extension of this strategy that might also be considered (Burr et al, 2008). In the example above, perhaps the shielding is known to be either iron or lead with a measured thickness, so the gamma attenuation correction would be applied for either iron or lead.…”
Section: Problem Formulationmentioning
confidence: 99%
“…These probability estimates are impacted by nonGaussian behavior [23,41], implying that although the BMA outputs are in the 0 to 1 range, they do not necessarily behave as well-calibrated probabilities [41]. Here we briefly describe BMA for subset selection.…”
Section: Bayesian Model Averagingmentioning
confidence: 99%
“…The latter is also suitable for mixed spectral problems, which are addressed by unmixing techniques and material identification through library spectra association. Typical approaches are inspired by existing methods (e.g., [94][95][96] introductory subjects, including spectral variability, subpixel targets modelling, likelihood detectors, matched filters and ROC-based performance analysis [92]. While FAM [93] is considered a promising approach to deal with the aforementioned issue related with false alarm rates, TID is useful to determine if a given pixel within a certain detector contains or not the target.…”
Section: Subpixel Target Detectionmentioning
confidence: 99%
“…The latter is also suitable for mixed spectral problems, which are addressed by unmixing techniques and material identification through library spectra association. Typical approaches are inspired by existing methods (e.g., [94][95][96]). Terms association is made through color code.…”
Section: Subpixel Target Detectionmentioning
confidence: 99%