情報量規準

information criterion

赤池情報量規準 (AIC)

$ {\rm AIC}(p)=\log\left(\frac{{\rm RSS}(p)}T\right)+(p+1)\frac 2 T

逸脱度情報量規準 (DIC)

WAIC (widely applicable information criterion。Watanabe-Akaike information criterion)

Bayesian 情報量規準 (BIC)

$ {\rm BIC}(p)=\log\left(\frac{{\rm RSS}(p)}T\right)+(p+1)\frac{\log T}T

最小記述長 (MDL。minimum description length)

normalized maximum likelihood (NML)

Fisher information approximation (FIA)