中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 武汉物理与数学研究所
  3. 中国科学院武汉物理与数学研究所
  4. 数学物理与应用研究部
MODEL SELECTION METHOD BASED ON MAXIMAL INFORMATION COEFFICIENT OF RESIDUALS

文献类型：期刊论文

作者Tan, Qiuheng1,2; Jiang, Hangjin1,2; Ding, Yiming3,4
刊名ACTA MATHEMATICA SCIENTIA
出版日期2014-03-01
卷号34期号:2页码:579-592
关键词Model Selection residual maximal information coefficient partial maximal information coefficient
英文摘要The traditional model selection criterions try to make a balance between fitted error and model complexity. Assumptions on the distribution of the response or the noise, which may be misspecified, should be made before using the traditional ones. In this article, we give a new model selection criterion, based on the assumption that noise term in the model is independent with explanatory variables, of minimizing the association strength between regression residuals and the response, with fewer assumptions. Maximal Information Coefficient (MIC), a recently proposed dependence measure, captures a wide range of associations, and gives almost the same score to different type of relationships with equal noise, so MIC is used to measure the association strength. Furthermore, partial maximal information coefficient (PMIC) is introduced to capture the association between two variables removing a third controlling random variable. In addition, the definition of general partial relationship is given.
WOS标题词Science & Technology ; Physical Sciences
类目[WOS]Mathematics
研究领域[WOS]Mathematics
收录类别SCI
语种英语
WOS记录号WOS:000333479300031
公开日期2015-07-14
源URL[http://ir.wipm.ac.cn/handle/112942/1473]  
专题武汉物理与数学研究所_数学物理与应用研究部
作者单位1.Chinese Acad Sci, Wuhan Inst Phys & Math, Wuhan 430071, Peoples R China
2.Univ CAS, Beijing 100049, Peoples R China
3.Chinese Acad Sci, Wuhan Inst Phys & Math, Key Lab Magnet Resonance Biol Syst, Wuhan 430071, Peoples R China
4.Chinese Acad Sci, Natl Ctr Math & Interdisciplinary Sci, Beijing 100049, Peoples R China
推荐引用方式
GB/T 7714		 Tan, Qiuheng,Jiang, Hangjin,Ding, Yiming. MODEL SELECTION METHOD BASED ON MAXIMAL INFORMATION COEFFICIENT OF RESIDUALS[J]. ACTA MATHEMATICA SCIENTIA,2014,34(2):579-592.
APA Tan, Qiuheng,Jiang, Hangjin,&Ding, Yiming.(2014).MODEL SELECTION METHOD BASED ON MAXIMAL INFORMATION COEFFICIENT OF RESIDUALS.ACTA MATHEMATICA SCIENTIA,34(2),579-592.
MLA Tan, Qiuheng,et al."MODEL SELECTION METHOD BASED ON MAXIMAL INFORMATION COEFFICIENT OF RESIDUALS".ACTA MATHEMATICA SCIENTIA 34.2(2014):579-592.

入库方式： OAI收割

来源：武汉物理与数学研究所

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。