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Model selection and local geometry

Abstract:

We consider problems in model selection caused by the geometry of models close to their points of intersection. In some cases—including common classes of causal or graphical models, as well as time series models—distinct models may nevertheless have identical tangent spaces. This has two immediate consequences: first, in order to obtain constant power to reject one model in favour of another we need local alternative hypotheses that decrease to the null at a slower rate than the usual para...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1214/19-AOS1940

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Oxford college:
Jesus College
Role:
Author
ORCID:
0000-0002-9341-1313
Publisher:
Institute of Mathematical Statistics Publisher's website
Journal:
Annals of Statistics Journal website
Volume:
48
Issue:
6
Pages:
3513-3544
Publication date:
2020-12-11
Acceptance date:
2019-12-21
DOI:
ISSN:
0090-5364
Source identifiers:
1078553
Language:
English
Keywords:
Pubs id:
pubs:1078553
UUID:
uuid:1176acc5-7ce5-44eb-982d-0ee6d1082c42
Local pid:
pubs:1078553
Deposit date:
2019-12-21

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