Model Selection for Good Estimation and Prediction over a User-Specified Covariate Distribution for Linear Models under the Frequentist Paradigm.
Adam PintarChristine M. Anderson-CookHuaiqing WuPublished in: Qual. Reliab. Eng. Int. (2012)
Keyphrases
- model selection
- linear models
- variable selection
- cross validation
- parameter estimation
- hyperparameters
- selection criterion
- regression model
- model selection criteria
- machine learning
- gaussian processes
- sample size
- linear model
- gaussian process
- unsupervised learning
- probability distribution
- learning algorithm
- linear regression
- high dimensional
- feature selection
- bayesian inference
- dimension reduction