Information-theoretic bounds on model selection for Gaussian Markov random fields.
Wei WangMartin J. WainwrightKannan RamchandranPublished in: ISIT (2010)
Keyphrases
- model selection
- information theoretic
- gaussian markov random fields
- generalization bounds
- likelihood function
- information theory
- mutual information
- cross validation
- computationally efficient
- upper bound
- non stationary
- hyperparameters
- parameter estimation
- machine learning
- regression model
- feature selection
- maximum likelihood
- selection criterion
- mixture model
- sample size
- statistical inference
- generalization error
- variable selection
- gaussian process
- log likelihood
- similarity measure