Exact minimax strategies for predictive density estimation, data compression, and model selection.
Feng LiangAndrew R. BarronPublished in: IEEE Trans. Inf. Theory (2004)
Keyphrases
- model selection
- data compression
- density estimation
- mixture model
- cross validation
- data reduction
- hyperparameters
- compression algorithm
- gaussian mixture model
- parameter estimation
- compression ratio
- machine learning
- generalization error
- probability density function
- selection criterion
- feature selection
- gaussian process
- decision trees
- exponential family
- expectation propagation
- generative model
- expectation maximization
- feature vectors
- face recognition
- image processing
- computer vision