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Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach
19 Jun 2013-
TL;DR: The second edition of this book is unique in that it focuses on methods for making formal statistical inference from all the models in an a priori set (Multi-Model Inference).
Abstract: 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
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TL;DR: In this paper, the authors consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined and derive a measure pD for the effective number in a model as the difference between the posterior mean of the deviances and the deviance at the posterior means of the parameters of interest, which is related to other information criteria and has an approximate decision theoretic justification.
Abstract: 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.
11,691 citations
TL;DR: jModelTest is a new program for the statistical selection of models of nucleotide substitution based on "Phyml" that 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.
Abstract: 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.
9,748 citations
TL;DR: A thorough exposition of community structure, or clustering, is attempted, 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.
Abstract: 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.
9,057 citations
Cites background or methods from "Model Selection and Multimodel Infe..."
...Model selection [282] aims at findingmodels which are at the same time simple and good at describing a system/process....
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...likelihood (generative models), but we also discuss related techniques, based on blockmodeling [281], model selection [282] and information theory [279]....
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TL;DR: Various facets of such multimodel inference are presented here, particularly methods of model averaging, which can be derived as a non-Bayesian result.
Abstract: 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...
8,933 citations
TL;DR: A thorough exposition of the main elements of the clustering problem can be found in this paper, 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.
8,432 citations