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Model selection and model averaging in phylogenetics: Advantages of the AIC and Bayesian approaches over likelihood ratio tests. Syst. Biol
, 2004
"... Abstract.—Model selection is a topic of special relevance in molecular phylogenetics that affects many, if not all, stages of phylogenetic inference. Here we discuss some fundamental concepts and techniques of model selection in the context of phylogenetics. We start by reviewing different aspects o ..."
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Abstract.—Model selection is a topic of special relevance in molecular phylogenetics that affects many, if not all, stages of phylogenetic inference. Here we discuss some fundamental concepts and techniques of model selection in the context of phylogenetics. We start by reviewing different aspects of the selection of substitution models in phylogenetics from a theoretical, philosophical and practical point of view, and summarize this comparison in table format. We argue that the most commonly implemented model selection approach, the hierarchical likelihood ratio test, is not the optimal strategy for model selection in phylogenetics, and that approaches like the Akaike Information Criterion (AIC) and Bayesian methods offer important advantages. In particular, the latter two methods are able to simultaneously compare multiple nested or nonnested models, assess model selection uncertainty, and allow for the estimation of phylogenies and model parameters using all available models (modelaveraged inference or multimodel inference). We also describe how the relative importance of the different parameters included in substitution models can be depicted. To illustrate some of these points, we have applied AICbased model averaging to 37 mitochondrial DNA sequences from the subgenus Ohomopterus (genus Carabus) ground beetles described by Sota and Vogler (2001). [AIC; Bayes factors; BIC; likelihood ratio tests; model averaging; model uncertainty; model selection; multimodel inference.] It is clear that models of nucleotide substitution (henceforth models of evolution) play a significant role
Benchmark Priors for Bayesian Model Averaging
 FORTHCOMING IN THE JOURNAL OF ECONOMETRICS
, 2001
"... In contrast to a posterior analysis given a particular sampling model, posterior model probabilities in the context of model uncertainty are typically rather sensitive to the specification of the prior. In particular, “diffuse” priors on modelspecific parameters can lead to quite unexpected consequ ..."
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Cited by 114 (5 self)
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In contrast to a posterior analysis given a particular sampling model, posterior model probabilities in the context of model uncertainty are typically rather sensitive to the specification of the prior. In particular, “diffuse” priors on modelspecific parameters can lead to quite unexpected consequences. Here we focus on the practically relevant situation where we need to entertain a (large) number of sampling models and we have (or wish to use) little or no subjective prior information. We aim at providing an “automatic” or “benchmark” prior structure that can be used in such cases. We focus on the Normal linear regression model with uncertainty in the choice of regressors. We propose a partly noninformative prior structure related to a Natural Conjugate gprior specification, where the amount of subjective information requested from the user is limited to the choice of a single scalar hyperparameter g0j. The consequences of different choices for g0j are examined. We investigate theoretical properties, such as consistency of the implied Bayesian procedure. Links with classical information criteria are provided. More importantly, we examine the finite sample implications of several choices of g0j in a simulation study. The use of the MC3 algorithm of Madigan and York (1995), combined with efficient coding in Fortran, makes it feasible to conduct large simulations. In addition to posterior criteria, we shall also compare the predictive performance of different priors. A classic example concerning the economics of crime will also be provided and contrasted with results in the literature. The main findings of the paper will lead us to propose a “benchmark” prior specification in a linear regression context with model uncertainty.
Akaike’s information criterion and recent developments in information complexity
 Journal of Mathematical Psychology
"... criterion (AIC). Then, we present some recent developments on a new entropic or information complexity (ICOMP) criterion of Bozdogan (1988a, 1988b, 1990, 1994d, 1996, 1998a, 1998b) for model selection. A rationale for ICOMP as a model selection criterion is that it combines a badnessoffit term (su ..."
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Cited by 67 (5 self)
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criterion (AIC). Then, we present some recent developments on a new entropic or information complexity (ICOMP) criterion of Bozdogan (1988a, 1988b, 1990, 1994d, 1996, 1998a, 1998b) for model selection. A rationale for ICOMP as a model selection criterion is that it combines a badnessoffit term (such as minus twice the maximum log likelihood) with a measure of complexity of a model differently than AIC, or its variants, by taking into account the interdependencies of the parameter estimates as well as the dependencies of the model residuals. We operationalize the general form of ICOMP based on the quantification of the concept of overall model complexity in terms of the estimated inverseFisher information matrix. This approach results in an approximation to the sum of two KullbackLeibler distances. Using the correlational form of the complexity, we further provide yet another form of ICOMP to take into account the interdependencies (i.e., correlations) among the parameter estimates of the model. Later, we illustrate the practical utility and the importance of this new model selection criterion by providing several
Univariate and Bivariate Loglinear Models for Discrete Test Score Distributions
, 2000
"... The welldeveloped theory of exponential families of distributions is applied to the problem of fitting the univariate histograms and discrete bivariate frequency distributions that often arise in the analysis of test scores. These models are powerful tools for many forms of parametric data smoothi ..."
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Cited by 9 (2 self)
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The welldeveloped theory of exponential families of distributions is applied to the problem of fitting the univariate histograms and discrete bivariate frequency distributions that often arise in the analysis of test scores. These models are powerful tools for many forms of parametric data smoothing and are particularly wellsuited to problems in which there is little or no theory to guide a choice of probability models, e.g., smoothing a distribution to eliminate roughness and zero frequencies in order to equate scores from different tests. Attention is given to efficient computation of the maximum likelihood estimates of the parameters using Newton's Method and to computationally efficient methods for obtaining the asymptotic standard errors of the fitted frequencies and proportions. We discuss tools that can be used to diagnose the quality of the fitted frequencies for both the univariate and the bivariate cases. Five examples, using real data, are used to illustrate the methods of this paper.
Precision of light intensity measurement in biological optical microscopy
, 2006
"... photon transfer, quantitative microscopy. ..."
From Locational Fundamentals to Increasing Returns: The Spatial Concentration of Population
 Business, University of Zaragoza
, 2005
"... Beginning in the early 1990s a lively literature has emerged on what we may call the “new economic geography”, which has placed the spatial dimension at the ..."
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Cited by 3 (0 self)
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Beginning in the early 1990s a lively literature has emerged on what we may call the “new economic geography”, which has placed the spatial dimension at the
Machine learning problems from optimization perspective
"... Abstract Both optimization and learning play important roles in a system for intelligent tasks. On one hand, we introduce three types of optimization tasks studied in the machine learning literature, corresponding to the three levels of inverse problems in an intelligent system. Also, we discuss thr ..."
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Cited by 2 (1 self)
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Abstract Both optimization and learning play important roles in a system for intelligent tasks. On one hand, we introduce three types of optimization tasks studied in the machine learning literature, corresponding to the three levels of inverse problems in an intelligent system. Also, we discuss three major roles of convexity in machine learning, either directly towards a convex programming or approximately transferring a difficult problem into a tractable one in help of local convexity and convex duality. No doubly, a good optimization algorithm takes an essential role in a learning process and new developments in the literature of optimization may thrust the advances of machine learning. On the other hand, we also interpret that the key task of learning is not simply optimization, as sometimes misunderstood in the optimization literature. We introduce the key challenges of learning and the current status of efforts towards the challenges. Furthermore, learning versus optimization has also been examined from a unified perspective under the name of Bayesian YingYang learning, with combinatorial optimization made more effectively in help of learning.
A Versatile and Robust Metric Entropy Test of Time Reversibility and Dependence ∗
, 2004
"... We examine the performance of a metric entropy statistic as a robust test for Time Reversibility (TR), serial dependence, and goodnessoffit. The statistic provides a consistent and unified basis in model search, and is a powerful diagnostic measure with surprising ability to pin point areas of mod ..."
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We examine the performance of a metric entropy statistic as a robust test for Time Reversibility (TR), serial dependence, and goodnessoffit. The statistic provides a consistent and unified basis in model search, and is a powerful diagnostic measure with surprising ability to pin point areas of model failure. We provide empirical evidence comparing the performance of the proposed procedure with some of the modern competitors in non linear time series analysis, such as robust implementation of the BDS, Q and the characteristic functionbased tests. Unlike our procedure, each of its competitors is motivated for a different, specific, context and hypothesis. Evidence is based on several stock indices in the US equity market. The authors would like to thank Dee Dechert, Thomas Cover, YiTing Chen, and participants at the IEE Conference in Honor of Arnold Zellner (September 2003, American University) for useful comments and suggestions. Racine would like to acknowledge support from the Center for Policy Research at Syracuse University. The usual The most common diagnostic tools used to guide the process of timeseries model specification are ‘correlationbased ’ statistics such as the ACF and LjungBox (Ljung & Box (1978)) Q statistics,
A collaborative demand forecasting process with eventbased fuzzy judgements
 COMPUTERS & INDUSTRIAL ENGINEERING
, 2011
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