Re: Induction of statistical models

From: Aleks Jakulin (a_jakulin_at_@hotmail.com)
Date: 12/23/04 

Date: Thu, 23 Dec 2004 17:13:38 +0100

Ross asked:
> After George's comment, I'd like to rephrase my question to be: "Can
> anyone recommend papers, books, or other resources that describe
> building, either from the point of view of somebody training to be a
> statistician, or from the point of view of building systems that can
> automate model building?

This question reminds me of someone asking for good books on
mathematics. :) Model building is a tremendously broad topic, with
several different schools of thought.

We've had a few discussions recently, though:

1. Why Occam's razor "If there are several hypotheses equally
consistent with the data, pick the simplest one". Malcolm Forster's
writing on the topic is quite lucid:
http://philosophy.wisc.edu/forster/ In a similar vein, there is a
whole book with "model selection" in the title. I've just read it, and
it's quite
reasonable:
Model Selection and Multi-Model Inference
http://www.springeronline.com/sgw/cda/frontpage/0,11855,5-10129-22-2009034-0,00.html

2. However, Bayesians disagree with Occam's razor, and with model
selection in general:
http://www.stat.columbia.edu/~cook/movabletype/archives/2004/12/against_parsimo.html

3. On the Epicurean principle "It would be unscientific to choose an
arbitrary hypothesis if several are consistent with the data", and a
possible synthesis with Occam's razor:
http://www.stat.columbia.edu/~cook/movabletype/archives/2004/12/wacky_computer_1.html 

-- 
mag. Aleks Jakulin
http://www.ailab.si/aleks/
Artificial Intelligence Laboratory,
Faculty of Computer and Information Science,
University of Ljubljana, Slovenia.

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