Title
A Study Of Several Model Selection Criteria For Determining The Number Of Signals
Abstract
Addressing the problem of detecting the number of source signals as selecting the hidden dimensionality of Factor Analysis (FA) model, we investigate several model selection criteria via a new empirical analyzing tool that examines the joint effect of signal-noise ratio (SNR) and sample size N on the model selection performance. The contours of the model selection accuracies visualize a three-region partition on the space of SNR and N, and a diminishing marginal effect which trades off SNR and N on the performance. Moreover, the newly derived Variational Bayes algorithm and three variants of Bayesian Ying-Yang (BYY) algorithms are more robust against reducing SNR and N, where the BYY with priors' hyperparameters updated is the best in general.
Year
DOI
Venue
2010
10.1109/ICASSP.2010.5495287
2010 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING
Keywords
Field
DocType
Number of signals, hidden dimensionality, linear model, model selection, criteria
Pattern recognition,Hyperparameter,Linear model,Computer science,Model selection,Curse of dimensionality,Artificial intelligence,Covariance matrix,Prior probability,Bayes' theorem,Bayesian probability
Conference
ISSN
Citations 
PageRank 
1520-6149
1
0.35
References 
Authors
4
2
Name
Order
Citations
PageRank
Shikui Tu13914.25
Lei Xu23590387.32