A Convex Optimization Approach to Improving Suboptimal Hyperparameters of Sliced Normal Distributions.
Brendon K. ColbertLuis G. CrespoMatthew M. PeetPublished in: ACC (2020)
Keyphrases
- convex optimization
- normal distribution
- hyperparameters
- model selection
- bayesian framework
- cross validation
- random sampling
- closed form
- posterior distribution
- sample size
- bayesian inference
- standard deviation
- em algorithm
- gaussian process
- probability density function
- prior information
- random variables
- interior point methods
- noise level
- support vector
- covariance matrix
- total variation
- incomplete data
- maximum likelihood
- maximum a posteriori
- probability distribution
- missing values
- parameter estimation
- markov random field
- feature vectors
- high dimensional
- feature selection