False Discovery Rate (FDR) and Familywise Error Rate (FER) Rules for Model Selection in Signal Processing Applications
Model selection is an omnipresent problem in signal processing applications. The Akaike information criterion (AIC) and the Bayesian information criterion (BIC) are the most commonly used solutions to this problem. These criteria have been found to have satisfactory performance in many cases and had a dominant role in the model selection literature since their introduction several decades ago, despite numerous attempts to dethrone them. Model selection can be viewed as a multiple hypothesis testing problem.