Investigation about a screening step in model selection.
Willi SauerbreiNorbert HolländerAnika BuchholzPublished in: Stat. Comput. (2008)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- parameter estimation
- statistical learning
- regression model
- bayesian learning
- machine learning
- motion segmentation
- statistical inference
- selection criterion
- mixture model
- feature selection
- variable selection
- generalization error
- error estimation
- model selection criteria
- parameter determination
- gaussian process
- meta learning
- likelihood function
- bayesian methods
- generalization bounds
- information criterion
- marginal likelihood
- real world
- bayesian model selection
- automatic model selection
- leave one out cross validation
- data mining