Systems | Information | Learning | Optimization
 

Model Projections in Model Space (MPMS): A geometric interpretation of the AIC and estimating the distance between the generating process and the best approximating model

Abstract:
Information criteria have had a profound impact on modern ecological and I dare to say, biological science. They allow researchers to estimate which probabilistic approximating models are closest to the generating process. Unfortunately, information criterion comparison does not tell how good the best model is. This caveat is all the more important when it is considered that in science, models are commonly misspecified. In this work, my co-author Mark Taper and I show that this shortcoming can be resolved by extending the geometric interpretation of Hirotugu Akaike’s original work. Standard information criterion analysis considers only the divergences of each model from the generating process. It is ignored that there are also estimable divergence relationships amongst all of the approximating models. We then show that using both sets of divergences and an estimator of the negative self entropy, a model space can be constructed that includes an estimated location for the generating process. Thus, not only can an analyst determine which model is closest to the generating process, she/he can also determine how close to the generating process the best approximating model is. Properties of the generating process estimated from these projections are more accurate than those estimated by model averaging. We illustrate in detail our findings and our methods with two ecological examples for which we use and test two different neg-selfentropy estimators. The applications of our proposed model projection in model space extend to all areas of science where model selection through information criteria is done. Finally, the implications of our results are discussed in the context of the evidential approach to statistical and scientific inference.
December 8 @ 12:30
12:30 pm (1h)

Orchard View Room, Virtual

Jose Miguel Ponciano