The autorepressor: A case study of the importance of model selection.
Andreas W. K. HarrisCiaran L. KellyHarrison SteelAntonis PapachristodoulouPublished in: CDC (2017)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- parameter estimation
- regression model
- statistical learning
- bayesian learning
- motion segmentation
- selection criterion
- variable selection
- model selection criteria
- mixture model
- machine learning
- statistical inference
- gaussian process
- marginal likelihood
- information criterion
- meta learning
- error estimation
- generalization error
- parameter determination
- automatic model selection
- bayesian model selection