Hi everybody,
we are a pool of phd students and we have a question about AIC. We are
interested
in calculating the AIC for a mixture model on galaxies data. So far we have
found AIC works only for regression models, whereas we need AIC for a mixture
of Normal with mean, sd and weights given by our EM algorithm.
May you help us?
thanks in advance
__________________________________________________________________
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On Tue, 16 Nov 2004 dlavecchia at tiscali.it wrote:> we are a pool of phd students and we have a question about AIC. We are interested > in calculating the AIC for a mixture model on galaxies data. So far we have > found AIC works only for regression models, whereas we need AIC for a mixture > of Normal with mean, sd and weights given by our EM algorithm.What is the problem? The concept AIC or the function AIC()? If the concept, it was originally developed in the area of AR(p) time series models, using asymptotic theory for MLEs, and you need to check that the concepts apply to your situation (the original papers do not). Note there are some fundamental problems here: the likelihood for a mixture of normals is unbounded, the MLE corresponding to degenerate (zero-variance) components. And AIC is about maximized likelihoods, with maxima in the interior of the space. So you need to take some professional statistical advice about the concepts. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
did you try google? e.g., with key word: `AIC mixture models'.
Moreover, look at package `flexmix' (i.e.,
help(package="flexmix"))
whose usage is illustrated in a recent article in JSS:
http://www.jstatsoft.org/v11/i08/v11i08.pdf
I hope it helps.
Best,
Dimitris
----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
----- Original Message -----
From: <dlavecchia at tiscali.it>
To: <R-help at stat.math.ethz.ch>
Sent: Tuesday, November 16, 2004 10:12 AM
Subject: [R] question about AIC
> Hi everybody,
> we are a pool of phd students and we have a question about AIC. We
> are interested
> in calculating the AIC for a mixture model on galaxies data. So far
> we have
> found AIC works only for regression models, whereas we need AIC for
> a mixture
> of Normal with mean, sd and weights given by our EM algorithm.
> May you help us?
> thanks in advance
>
>
> __________________________________________________________________
> Tiscali Adsl 2 Mega Free: naviga gratis tutto l'anno!
> Supera tutti i limiti di velocita' con Tiscali Adsl 2 Mega Free.
> Sei libero da costi fissi e, se ti abboni entro il 25 novembre,
> navighi gratis fino al 31 dicembre 2004 e non paghi il costo di
> adesione.
> http://abbonati.tiscali.it/adsl/
>
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