Multiple-hypothesis testing rules for high-dimensional model selection and sparse-parameter estimation.
Prabhu BabuPetre StoicaPublished in: Signal Process. (2023)
Keyphrases
- model selection
- parameter estimation
- hypothesis testing
- high dimensional
- hypothesis tests
- cross validation
- hyperparameters
- variable selection
- statistical models
- likelihood ratio
- feature selection
- sample size
- maximum likelihood
- regression model
- model selection criteria
- posterior distribution
- mixture model
- expectation maximization
- gaussian process
- parameter estimation algorithm
- markov random field
- least squares
- approximate inference
- em algorithm
- hypothesis test
- machine learning
- statistical tests
- likelihood function
- generalization bounds
- computer vision