Summary. We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information theoretic argument we derive a measure pD for the effective number of parameters in a model as the difference between the posterior mean of the deviance and the deviance at the posterior means of the parameters of interest. In general pD approximately corresponds to the trace of the product of Fisher's information and the posterior covariance, which in normal models is the trace of the ‘hat’ matrix projecting observations onto fitted values. Its properties in exponential families are explored. The posterior mean deviance is suggested as a Bayesian measure of fit or adequacy, and the contributions of individual observations to the fit and complexity can give rise to a diagnostic plot of deviance residuals against leverages. Adding pD to the posterior mean deviance gives a deviance information criterion for comparing models, which is related to other information criteria and has an approximate decision theoretic justification. The procedure is illustrated in some examples, and comparisons are drawn with alternative Bayesian and classical proposals. Throughout it is emphasized that the quantities required are trivial to compute in a Markov chain Monte Carlo analysis.

/pdf/bayesian-measures-of-model-complexity-and-fit-1ouzmtfu7x.pdf

Bayesian measures of model complexity and fit

jModelTest is a new program for the statistical selection of models of nucleotide substitution based on "Phyml" (Guindon and Gascuel 2003. A simple, fast, and accurate algorithm to estimate large phylogenies by maximum likelihood. Syst Biol. 52:696-704.). It implements 5 different selection strategies, including "hierarchical and dynamical likelihood ratio tests," the "Akaike information criterion," the "Bayesian information criterion," and a "decision-theoretic performance-based" approach. This program also calculates the relative importance and model-averaged estimates of substitution parameters, including a model-averaged estimate of the phylogeny. jModelTest is written in Java and runs under Mac OSX, Windows, and Unix systems with a Java Runtime Environment installed. The program, including documentation, can be freely downloaded from the software section at http://darwin.uvigo.es.

/pdf/jmodeltest-phylogenetic-model-averaging-4hpp3p5d0f.pdf

jModelTest: Phylogenetic Model Averaging

The modern science of networks has brought significant advances to our understanding of complex systems. One of the most relevant features of graphs representing real systems is community structure, or clustering, i. e. the organization of vertices in clusters, with many edges joining vertices of the same cluster and comparatively few edges joining vertices of different clusters. Such clusters, or communities, can be considered as fairly independent compartments of a graph, playing a similar role like, e. g., the tissues or the organs in the human body. Detecting communities is of great importance in sociology, biology and computer science, disciplines where systems are often represented as graphs. This problem is very hard and not yet satisfactorily solved, despite the huge effort of a large interdisciplinary community of scientists working on it over the past few years. We will attempt a thorough exposition of the topic, from the definition of the main elements of the problem, to the presentation of most methods developed, with a special focus on techniques designed by statistical physicists, from the discussion of crucial issues like the significance of clustering and how methods should be tested and compared against each other, to the description of applications to real networks.

/pdf/community-detection-in-graphs-34rogm3r6p.pdf

Community detection in graphs

The model selection literature has been generally poor at reflecting the deep foundations of the Akaike information criterion (AIC) and at making appropriate comparisons to the Bayesian information...

https://faculty.washington.edu/skalski/classes/QERM597/papers_xtra/Burnham%20and%20Anderson.pdf

Multimodel Inference Understanding AIC and BIC in Model Selection

Introduction * Information and Likelihood Theory: A Basis for Model Selection and Inference * Basic Use of the Information-Theoretic Approach * Formal Inference From More Than One Model: Multi-Model Inference (MMI) * Monte Carlo Insights and Extended Examples * Statistical Theory and Numerical Results * Summary

Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach

MARK provides parameter estimates from marked animals when they are re-encountered at a later time as dead recoveries, or live recaptures or re-sightings. The time intervals between re-encounters do not have to be equal. More than one attribute group of animals can be modelled. The basic input to MARK is the encounter history for each animal. MARK can also estimate the size of closed populations. Parameters can be constrained to be the same across re-encounter occasions, or by age, or group, using the parameter index matrix. A set of common models for initial screening of data are provided. Time effects, group effects, time x group effects and a null model of none of the above, are provided for each parameter. Besides the logit function to link the design matrix to the parameters of the model, other link functions include the log—log, complimentary log—log, sine, log, and identity. The estimates of model parameters are computed via numerical maximum likelihood techniques. The number of parameters that are...

https://www.tandfonline.com/doi/pdf/10.1080/00063659909477239

Program MARK: survival estimation from populations of marked animals

The first € price and the £ and $ price are net prices, subject to local VAT. Prices indicated with * include VAT for books; the €(D) includes 7% for Germany, the €(A) includes 10% for Austria. Prices indicated with ** include VAT for electronic products; 19% for Germany, 20% for Austria. All prices exclusive of carriage charges. Prices and other details are subject to change without notice. All errors and omissions excepted. K.P. Burnham, D.R. Anderson Model Selection and Multimodel Inference

Model selection and multimodel inference

Information theory and log-likelihood models - a basis for model selection and inference practical use of the information theoretic approach model selection uncertainty with examples Monte Carlo insights and extended examples statistical theory.

Kenneth P. Burnham

Papers

Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach

Multimodel Inference Understanding AIC and BIC in Model Selection

Program MARK: survival estimation from populations of marked animals

Model selection and multimodel inference

Model Selection and Inference: A Practical Information-Theoretic Approach