메뉴 건너뛰기




Volumn 52, Issue 11, 2006, Pages 4767-4774

On strong consistency of model selection in classification

Author keywords

Error probability; Hannan and Quinn's procedure; Kullback Leibler divergence; Law of the iterated logarithm; Model selection; Strong consistency

Indexed keywords

ERRORS; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBABILITY; STATISTICAL METHODS;

EID: 33750580550     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2006.883611     Document Type: Article
Times cited : (14)

References (25)
  • 1
    • 0016355478 scopus 로고
    • "A new look at the statistical model identification"
    • H. Akaike, "A new look at the statistical model identification," IEEE Trans. Automat. Contr., vol. AC-19, pp. 716-723, 1974.
    • (1974) IEEE Trans. Automat. Contr. , vol.AC-19 , pp. 716-723
    • Akaike, H.1
  • 2
    • 0001075375 scopus 로고
    • "A method for discriminating between models"
    • A. C. Atkinson, "A method for discriminating between models," J. Roy. Statist., Soc. Ser., vol. B32, pp. 323-353, 1970.
    • (1970) J. Roy. Statist., Soc. Ser. , vol.B32 , pp. 323-353
    • Atkinson, A.C.1
  • 6
    • 34249832377 scopus 로고
    • "A Bayesian method for the induction of probabilistic networks from data"
    • G. F. Cooper and E. Herskovits, "A Bayesian method for the induction of probabilistic networks from data," Machine Learn., vol. 9, pp. 309-347, 1992.
    • (1992) Machine Learn. , vol.9 , pp. 309-347
    • Cooper, G.F.1    Herskovits, E.2
  • 7
    • 33747106891 scopus 로고
    • "Information theoretical methods in statistics"
    • in College Park, MD: Univ. Maryland
    • I. Csiszar, "Information theoretical methods in statistics," in Class Notes. College Park, MD: Univ. Maryland, 1990.
    • (1990) Class Notes
    • Csiszar, I.1
  • 8
    • 0034343421 scopus 로고    scopus 로고
    • "The consistency of the BIC Markov order estimation"
    • Dec
    • I. Csiszar and P. C. Shields, "The consistency of the BIC Markov order estimation," Ann. Statist., vol. 28, no. 6, Dec. 2000.
    • (2000) Ann. Statist. , vol.28 , Issue.6
    • Csiszar, I.1    Shields, P.C.2
  • 9
    • 0003773610 scopus 로고
    • "Consistent Estimation of the Order for Markov and Hidden Markov Chains"
    • Ph.D. dissertation, University of Maryland, College Park, MD
    • L. Finesso, "Consistent Estimation of the Order for Markov and Hidden Markov Chains," Ph.D. dissertation, University of Maryland, College Park, MD, 1990.
    • (1990)
    • Finesso, L.1
  • 10
    • 0000263475 scopus 로고
    • "The determination of the order of an autoregression"
    • ser. B
    • E. J. Hannan and B. G. Quinn, "The determination of the order of an autoregression," J. Roy. Statist. Soc., ser. B, vol. 41, pp. 190-195, 1979.
    • (1979) J. Roy. Statist. Soc. , vol.41 , pp. 190-195
    • Hannan, E.J.1    Quinn, B.G.2
  • 11
    • 0000068460 scopus 로고
    • "The estimation of the order of an ARMA process"
    • E. J. Hannan, "The estimation of the order of an ARMA process," Ann. Statist., vol. 8, no. 5, pp. 1071-1081, 1980.
    • (1980) Ann. Statist. , vol.8 , Issue.5 , pp. 1071-1081
    • Hannan, E.J.1
  • 12
    • 0000666757 scopus 로고
    • "On stochastic complexity and nonparametric density estimation"
    • P. Hall and E. Hannan, "On stochastic complexity and nonparametric density estimation," Biometrika, vol. 75, pp. 705-714, 1988.
    • (1988) Biometrika , vol.75 , pp. 705-714
    • Hall, P.1    Hannan, E.2
  • 13
    • 0027601935 scopus 로고
    • "Strongly consistent code-based identification and order estimation for constrained finite-state model classes"
    • J. C. Kieffer, "Strongly consistent code-based identification and order estimation for constrained finite-state model classes," IEEE Trans. Inf. Theory, vol. 39, pp. 893-902, 1993.
    • (1993) IEEE Trans. Inf. Theory , vol.39 , pp. 893-902
    • Kieffer, J.C.1
  • 14
    • 0028460993 scopus 로고
    • "Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures"
    • C. Liu and P. Narayan, "Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures," IEEE Trans. Inf. Theory, vol. IT-40, pp. 1167-1180, 1994.
    • (1994) IEEE Trans. Inf. Theory , vol.IT-40 , pp. 1167-1180
    • Liu, C.1    Narayan, P.2
  • 15
    • 0024733038 scopus 로고
    • "On the estimation of the order of a Markov chain and universal data compression"
    • N. Merhav, Gutman, and J. Ziv, "On the estimation of the order of a Markov chain and universal data compression," IEEE Trans. Inf. Theory, vol. IT-35, pp. 1014-1019, 1989.
    • (1989) IEEE Trans. Inf. Theory , vol.IT-35 , pp. 1014-1019
    • Merhav, N.1    Gutman2    Ziv, J.3
  • 16
    • 0024738041 scopus 로고
    • "The estimation of model order in exponential families"
    • N. Merhav, "The estimation of model order in exponential families," IEEE Trans. Inf. Theory, vol. IT-35, pp. 1109-1113, 1989.
    • (1989) IEEE Trans. Inf. Theory , vol.IT-35 , pp. 1109-1113
    • Merhav, N.1
  • 17
    • 0018015137 scopus 로고
    • "Modeling by shortest data description"
    • J. Rissanen, "Modeling by shortest data description," Automatica, vol. 14, pp. 465-471, 1978.
    • (1978) Automatica , vol.14 , pp. 465-471
    • Rissanen, J.1
  • 18
    • 0000318553 scopus 로고
    • "Stochastic complexity and modeling"
    • J. Rissanen, "Stochastic complexity and modeling," Ann. Statist., vol. 14, pp. 1080-1100, 1986.
    • (1986) Ann. Statist. , vol.14 , pp. 1080-1100
    • Rissanen, J.1
  • 19
    • 0000120766 scopus 로고
    • "Estimating the dimension of a model"
    • G. Schwarz, "Estimating the dimension of a model," Ann. Statist., vol. 6, pp. 461-464, 1978.
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 20
    • 85027186089 scopus 로고
    • "Selection of the order of autoregressive model by Akaike's information criterion"
    • R. Shibata, "Selection of the order of autoregressive model by Akaike's information criterion," Biometrika, vol. 63, pp. 117-126, 1976.
    • (1976) Biometrika , vol.63 , pp. 117-126
    • Shibata, R.1
  • 21
    • 0023380770 scopus 로고
    • "Universal sequential coding of single messages"
    • Y. M. Shtarkov, "Universal sequential coding of single messages," Probl. Inf. Trans., vol. 16, pp. 175-186, 1987.
    • (1987) Probl. Inf. Trans. , vol.16 , pp. 175-186
    • Shtarkov, Y.M.1
  • 23
    • 0003021797 scopus 로고
    • "A construction of Bayesian networks from databases based on the MDL principle"
    • J. Suzuki, "A construction of Bayesian networks from databases based on the MDL principle," in Proc. 1993 Uncertainty in Artificial Intelligence Conf., 1993, pp. 266-273.
    • (1993) Proc. 1993 Uncertainty in Artificial Intelligence Conf. , pp. 266-273
    • Suzuki, J.1
  • 24
    • 0347351335 scopus 로고
    • "Data compression and histograms"
    • B. Yu and T. Speed, "Data compression and histograms," Prob. Theory Rel. Fields, vol. 92, pp. 195-229, 1992.
    • (1992) Prob. Theory Rel. Fields , vol.92 , pp. 195-229
    • Yu, B.1    Speed, T.2
  • 25
    • 0026679656 scopus 로고
    • "Estimating the number of states of a finite state source"
    • J. Ziv and N. Merhav, "Estimating the number of states of a finite state source," IEEE Trans. Inf. Theory, vol. IT-38, pp. 61-65, 1992.
    • (1992) IEEE Trans. Inf. Theory , vol.IT-38 , pp. 61-65
    • Ziv, J.1    Merhav, N.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.