Effects of sampling skewness of the importance-weighted risk estimator on model selection.
Wouter M. KouwMarco LoogPublished in: ICPR (2018)
Keyphrases
- model selection
- sample size
- error estimation
- cross validation
- selection criterion
- random sampling
- hyperparameters
- parameter estimation
- regression model
- statistical learning
- bayesian learning
- confidence intervals
- model selection criteria
- mixture model
- statistical inference
- variable selection
- least squares
- motion segmentation
- gaussian process
- maximum likelihood
- generalization bounds
- generalization error
- automatic model selection
- machine learning
- feature selection
- leave one out cross validation
- information criterion
- marginal likelihood
- monte carlo
- unbiased estimator
- parameter determination
- bayesian methods
- hypothesis tests