A STUDY OF SEVERAL MODEL SELECTION CRITERIA FOR DETERMINING THE NUMBER OF SIGNALS
Refereed conference paper presented and published in conference proceedings
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AbstractAddressing the problem of detecting the number of source signals as selecting the hidden dimensionality of Factor Analysis (FA) model, we investigate several model selection criteria via a new empirical analyzing tool that examines the joint effect of signal-noise ratio (SNR) and sample size N on the model selection performance. The contours of the model selection accuracies visualize a three-region partition on the space of SNR and N, and a diminishing marginal effect which trades off SNR and N on the performance. Moreover, the newly derived Variational Bayes algorithm and three variants of Bayesian Ying-Yang (BYY) algorithms are more robust against reducing SNR and N, where the BYY with priors' hyperparameters updated is the best in general.
All Author(s) ListTu SK, Xu L
Name of Conference2010 IEEE International Conference on Acoustics, Speech, and Signal Processing
Start Date of Conference10/03/2010
End Date of Conference19/03/2010
Place of ConferenceDallas
Country/Region of ConferenceUnited States of America
Detailed descriptionorganized by IEEE,
Year2010
Month1
Day1
PublisherIEEE
Pages1966 - 1969
eISBN978-1-4244-4296-6
ISSN1520-6149
LanguagesEnglish-United Kingdom
Keywordscriteria; hidden dimensionality; linear model; model selection; Number of signals
Web of Science Subject CategoriesAcoustics; Computer Science; Computer Science, Theory & Methods; Engineering; Engineering, Electrical & Electronic