search

JohannesBuchner / UltraNest

Fit and compare complex models reliably and rapidly. Advanced nested sampling.
https://johannesbuchner.github.io/UltraNest/
Other
142 stars 30 forks source link

Model comparison #83

Closed subhratadey closed 1 year ago

subhratadey commented 1 year ago

Description

I am using the Ultranest package. For model comparison, is it physical/okay to consider models with a higher number of free parameters compared to the number of data points? In my case, the model with a higher free parameter is fitting data well (the number of the data point is less than the number of the free parameter). How can I take care of this overfitting problem?

JohannesBuchner commented 1 year ago

Yes, that's fine. The parameter uncertainties may indicate that some aspects of the model could not be constrained by the data.