Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
利用奥卡姆窗口进行图模型选择并处理模型不确定性
We consider the problem of model selection and accounting for model uncertainty in high-dimensional contingency tables, motivated by expert system applications. The approach most used currently is a stepwise strategy guided by tests based on approximate asymptotic P values leading to the selection of a single model; inference is then conditional on the selected model. The sampling properties of such a strategy are complex, and the failure to take account of model uncertainty…