On uncertainty-penalized Bayesian information criterion
The uncertainty-penalized information criterion (UBIC) has been proposed as a new model-selection criterion for data-driven partial differential equation (PDE) discovery. In this paper, we show that using the UBIC is equivalent to employing the conventional BIC to a set of overparameterized models derived from the potential regression models of different complexity measures. The result indicates that the asymptotic property of the UBIC and BIC holds indifferently.
PDF AbstractTasks
Datasets
Add Datasets
introduced or used in this paper
Results from the Paper
Submit
results from this paper
to get state-of-the-art GitHub badges and help the
community compare results to other papers.
Methods
No methods listed for this paper. Add
relevant methods here
