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Document type:
Bachelorarbeit
Author(s):
Jan Lukas Rogalka
Title:
Model selection with the sBIC
Abstract:
The goal of this bachelor thesis is to create and evaluate a simulation study for model selection using the singular Bayesian Information Criterion (sBIC) for Gaussian mixture distribution models. In particular, the focus is on the investigation of an optimal value of the φ parameter of the sBIC. We use a classification of the complexity of the datasets to investigate to what extent this has an impact on the optimal value. We use R for the calculations and in particular the packages mclust and Mi...     »
Subject:
MAT Mathematik
DDC:
510 Mathematik
Supervisor:
Mathias Drton
Advisor:
Mathias Drton
Date of acceptation:
15.01.2021
Year:
2021
Quarter:
1. Quartal
Year / month:
2021-01
Month:
Jan
Pages:
22
Language:
en
University:
Technische Universität München
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX