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Model selection is of fundamental importance to high dimensional modelling featured in many contemporary applications. Classical principles of model selection include the Bayesian principle and the Kullback–Leibler divergence principle, which lead to the Bayesian information criterion and Akaike information criterion respectively, when models are correctly specified. Yet model misspecification is unavoidable in practice. We derive novel asymptotic expansions of the two well‐known principles in misspecified generalized linear models, which give the generalized Bayesian information criterion and generalized Akaike information criterion. A specific form of prior probabilities motivated by the Kullback–Leibler divergence principle leads to the generalized Bayesian information criterion with prior probability, GBICp, which can be naturally decomposed as the sum of the negative maximum quasi‐log‐likelihood, a penalty on model dimensionality, and a penalty on model misspecification directly. Numerical studies demonstrate the advantage of the new methods for model selection in both correctly specified and misspecified models.

Analysis methods for GNSS-A seafloor geodetic observations have become sophisticated in recent years. A Bayesian statistical approach with the Markov-Chain Monte Carlo (MCMC) method enables observers to flexibly estimate seafloor positions simultaneously with the perturbation of the sound speed in the ocean under several spatiotemporal patterns. To select the perturbation model appropriately and quantitatively, we implemented the widely applicable Bayesian Information Criterion (WBIC) in our software. The WBIC value is an approximation of the Bayes free energy that indicates the statistical appropriateness of the given model, which is available after running an MCMC sequence with a certain inverse temperature. Applying the WBIC-based model selection method to the actual data obtained at the seafloor GNSS-A sites along the Japanese archipelago by the Japan Coast Guard, we found that a simpler model, where the perturbation field is characterized by a uniformly inclined layer is more preferable than models with more degrees of freedom, especially in regions, where the Kuroshio current is strong. For the sites in the area where the cold and warm currents tend to cause multi-scale eddies, the model with more degrees of freedom was occasionally selected. Graphical Abstract

The Bayesian information criterion (BIC), the Akaike information criterion (AIC), and some other indicators derived from them are widely used for model selection. In their original form, they contain the likelihood of the data given the models. Unfortunately, in many applications, it is practically impossible to calculate the likelihood, and, therefore, the criteria have been reformulated in terms of descriptive statistics of the residual distribution: the variance and the mean-squared error of the residuals. These alternative versions are strictly valid only in the presence of additive noise of Gaussian distribution, not a completely satisfactory assumption in many applications in science and engineering. Moreover, the variance and the mean-squared error are quite crude statistics of the residual distributions. More sophisticated statistical indicators, capable of better quantifying how close the residual distribution is to the noise, can be profitably used. In particular, specific goodness of fit tests have been included in the expressions of the traditional criteria and have proved to be very effective in improving their discriminating capability. These improved performances have been demonstrated with a systematic series of simulations using synthetic data for various classes of functions and different noise statistics.

Based on a geophysical model for elastic loading, the application potential of Global Positioning System (GPS) vertical crustal displacements for inverting terrestrial water storage has been demonstrated using the Tikhonov regularization and the Helmert variance component estimation since 2014. However, the GPS-inferred terrestrial water storage has larger resulting amplitudes than those inferred from satellite gravimetry (i.e., Gravity Recovery and Climate Experiment (GRACE)) and those simulated from hydrological models (e.g., Global Land Data Assimilation System (GLDAS)). We speculate that the enlarged amplitudes should be partly due to irregularly distributed GPS stations and the neglect of the terrain effect. Within southwest China, covering part of southeastern Tibet as a study region, a novel GPS-inferred terrestrial water storage approach is proposed via terrain-corrected GPS and supplementary vertical crustal displacements inferred from GRACE, serving as \"virtual GPS stations\" for constraining the inversion. Compared to the Tikhonov regularization and Helmert variance component estimation, we employ Akaike’s Bayesian Information Criterion as an inverse method to prove the effectiveness of our solution. Our results indicate that the combined application of the terrain-corrected GPS vertical crustal displacements and supplementary GRACE spatial data constraints improves the inversion accuracy of the GPS-inferred terrestrial water storage from the Helmert variance component estimation, Tikhonov regularization, and Akaike’s Bayesian Information Criterion, by 55%, 33%, and 41%, respectively, when compared to that of the GLDAS-modeled terrestrial water storage. The solution inverted with Akaike’s Bayesian Information Criterion exhibits more stability regardless of the constraint conditions, when compared to those of other inferred solutions. The best Akaike’s Bayesian Information Criterion inverted solution agrees well with the GLDAS-modeled one, with a root-mean-square error (RMSE) of 3.75 cm, equivalent to a 15.6% relative error, when compared to 39.4% obtained in previous studies. The remaining discrepancy might be due to the difference between GPS and GRACE in sensing different surface water storage components, the remaining effect of the water storage changes in rivers and reservoirs, and the internal error in the geophysical model for elastic loading.

The Weibull probability distribution has been widely applied to characterize wind speeds for wind energy resources. Wind power generation modeling is different, however, due in particular to power curve limitations, wind turbine control methods, and transmission system operation requirements. These differences are even greater for aggregated wind power generation in power systems with high wind penetration. Consequently, models based on one-Weibull component can provide poor characterizations for aggregated wind power generation. With this aim, the present paper focuses on discussing Weibull mixtures to characterize the probability density function (PDF) for aggregated wind power generation. PDFs of wind power data are firstly classified attending to hourly and seasonal patterns. The selection of the number of components in the mixture is analyzed through two well-known different criteria: the Akaike information criterion (AIC) and the Bayesian information criterion (BIC). Finally, the optimal number of Weibull components for maximum likelihood is explored for the defined patterns, including the estimated weight, scale, and shape parameters. Results show that multi-Weibull models are more suitable to characterize aggregated wind power data due to the impact of distributed generation, variety of wind speed values and wind power curtailment.

Global navigation satellite systems (GNSS) techniques, such as GPS, can be used to accurately record vertical crustal movements induced by seasonal terrestrial water storage (TWS) variations. Conversely, the TWS data could be inverted from GPS-observed vertical displacement based on the well-known elastic loading theory through the Tikhonov regularization (TR) or the Helmert variance component estimation (HVCE). To complement a potential non-uniform spatial distribution of GPS sites and to improve the quality of inversion procedure, herein we proposed in this study a novel approach for the TWS inversion by jointly supplementing GPS vertical crustal displacements with minimum usage of external TWS-derived displacements serving as pseudo GPS sites, such as from satellite gravimetry (e.g., Gravity Recovery and Climate Experiment, GRACE) or from hydrological models (e.g., Global Land Data Assimilation System, GLDAS), to constrain the inversion. In addition, Akaike’s Bayesian Information Criterion (ABIC) was employed during the inversion, while comparing with TR and HVCE to demonstrate the feasibility of our approach. Despite the deterioration of the model fitness, our results revealed that the introduction of GRACE or GLDAS data as constraints during the joint inversion effectively reduced the uncertainty and bias by 42% and 41% on average, respectively, with significant improvements in the spatial boundary of our study area. In general, the ABIC with GRACE or GLDAS data constraints displayed an optimal performance in terms of model fitness and inversion performance, compared to those of other GPS-inferred TWS methodologies reported in published studies.

A generalized Laplace distribution using the Kumaraswamy distribution is introduced. Different structural properties of this new distribution are derived, including the moments, and the moment generating function. We discuss maximum likelihood estimation of the model parameters and obtain the observed and expected information matrix. A real data set is used to compare the new model with widely known distributions.

We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity conditions underlying the derivation of Schwarz's Bayesian information criterion BIC and the penalty structure in BIC generally does not reflect the frequentist large sample behaviour of the marginal likelihood. Although large sample theory for the marginal likelihood of singular models has been developed recently, the resulting approximations depend on the true parameter value and lead to a paradox of circular reasoning. Guided by examples such as determining the number of components in mixture models, the number of factors in latent factor models or the rank in reduced rank regression, we propose a resolution to this paradox and give a practical extension of BIC for singular model selection problems.