Counting probability distributions: differential geometry and model selection.

@article{Myung2000CountingPD,
  title={Counting probability distributions: differential geometry and model selection.},
  author={In Jae Myung and Vijay Balasubramanian and M. A. Pitt},
  journal={Proceedings of the National Academy of Sciences of the United States of America},
  year={2000},
  volume={97 21},
  pages={11170-5}
}
A central problem in science is deciding among competing explanations of data containing random errors. We argue that assessing the "complexity" of explanations is essential to a theoretically well-founded model selection procedure. We formulate model complexity in terms of the geometry of the space of probability distributions. Geometric complexity provides a clear intuitive understanding of several extant notions of model complexity. This approach allows us to reconceptualize the model… CONTINUE READING

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