A Bayesian Information Criterion for Singular Models

On Wednesday, Mathias Drton and I will be presenting a read paper on Bayesian model choice for singular models at the Royal Statistical Society in London. You can read more about it on the RSS web site , where you can also download a preprint. The paper is scheduled to appear, with the discussion, in Series B of the Journal of the Royal Statistical Society next year.

The CRAN package sBIC by Luca Weihs implements the ideas in the paper and includes a series of vignettes that allow you to step through some of the examples in the paper.



AIM workshop on model choice

Next month I shall be attending a workshop at the American Institute of Mathematics on Singular learning theory: connecting algebraic geometry and model selection in statistics .  The participants were invited to share their goals for the meeting. I can’t show you the other contributions, but here is mine.

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