Almost-sure BIC consistency for Property 2
Almost-sure BIC consistency for Property 2
In the setting of the preceding proposition, consider a countable class of maps and the BIC penalty. BIC consistency conjecture. We almost surely have Property 2 from the proposition for the BIC penalty studied by Csiszár and Shields. This would establish the required eventual model-selection consistency for the relevant Markov-process model class; the supplied text does not state whether this claim has been proved.
Sources & referencesView supporting material
Primary source
Peter Sunehag and Marcus Hutter, “Consistency of Feature Markov Processes”, arXiv:1007.2075 (2010).
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