Lecture

The Information Criteria of Takeuchi and Akaike

In course

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Description

This lecture focuses on the estimation of optimism for predictors learned via statistical models using the maximum likelihood principle. It covers the derivation of Takeuchi's Information Criterion, which leads to Akaike's information criterion as a special case. The application of AIC to linear regression is demonstrated, along with the presentation of AICc for cases with large p.

Official source

https://mediaspace.epfl.ch/media/0_zbixhwu3

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

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