1 code implementation • 28 Oct 2022 • Masaki Adachi, Yannick Kuhn, Birger Horstmann, Arnulf Latz, Michael A. Osborne, David A. Howey
We show that popular model selection criteria, such as root-mean-square error and Bayesian information criterion, can fail to select a parsimonious model in the case of a multimodal posterior.