A simple application of FIC to model selection

06/19/2015

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by   Paul A. Wiggins, et al.

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We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a simple example of the application of this criterion and a demonstration of the natural emergence of model complexities with both AIC-like (N^0) and BIC-like ( N) scaling with observation number N. The application developed is deliberately simplified to make the analysis analytically tractable.