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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:
30.11.2020 
Year:
2020 
Quarter:
4. Quartal 
Year / month:
2020-11 
Month:
Nov 
Pages:
22 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text