arXiv · 2404.16881
On uncertainty-penalized Bayesian information criterion
Abstract
The uncertainty-penalized information criterion (UBIC) has been proposed as a new model-selection criterion for data-driven partial differential equation (PDE) discovery. In this paper, we show that using the UBIC is equivalent to employing the conventional BIC to a set of overparameterized models derived from the potential regression models of different complexity measures. The result indicates that the asymptotic property of the UBIC and BIC holds indifferently.
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Pongpisit Thanasutives, Ken-ichi Fukui. 2024-04-23. On uncertainty-penalized Bayesian information criterion. https://arxiv.org/abs/2404.16881
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