statistics

model selection

Choosing between competing descriptions of the same data, by evidence, criterion or cross-validation.
27 related articles

Description

Model selection is the process of choosing the best among several candidate models that could explain a given set of data. In physics, this often means deciding between different theoretical hypotheses—for instance, whether a new particle exists or whether a background-only model suffices. The challenge is that a more complex model will almost always fit the data better simply because it has more flexibility, so the selection must account for the risk of overfitting. Model selection methods provide principled ways to balance fit quality against model complexity, ensuring that the chosen model is not just a good fit but also a good predictor for future data.

History

Model selection has roots in early 20th-century statistics, with the likelihood ratio test introduced by Jerzy Neyman and Egon Pearson in the 1920s. The modern information-theoretic approach emerged in the 1970s with AIC and BIC, and cross-validation was developed in the 1930s and popularized in the 1970s.

How it works

There are several approaches. Frequentist methods use hypothesis tests, such as the likelihood ratio test, to see if the improvement in fit from a more complex model is statistically significant. Information criteria, like AIC and BIC, assign a score that penalizes complexity, and the model with the lowest score wins. Cross-validation splits the data into training and validation sets, fitting the model on the training set and evaluating its predictive performance on the validation set. Bayesian model selection computes the posterior probability of each model, which naturally incorporates a penalty for complexity through the prior probabilities.

In practice

In particle physics, model selection is used to decide between a signal-plus-background model and a background-only model when searching for new particles. In cosmology, it is used to compare different dark energy models against the standard ΛCDM model.

Fun fact

The famous 'look-elsewhere effect' in particle physics is a model selection problem: when searching for a new particle over many possible masses, the chance of a random fluctuation appearing significant increases, and model selection methods must correct for this multiplicity.

Related articles · 27

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