Asymptotics of the Bootstrap via Stability with Applications to Inference with Model Selection.
Morgane AusternVasilis SyrgkanisPublished in: NeurIPS (2021)
Keyphrases
- model selection
- cross validation
- statistical inference
- hyperparameters
- bayesian model selection
- hypothesis tests
- variational bayes
- sample size
- machine learning
- parameter estimation
- bayesian learning
- statistical learning
- regression model
- gaussian process
- generalization error
- variable selection
- bayesian methods
- information criterion
- model selection criteria
- feature selection
- confidence intervals
- probabilistic inference
- mixture model
- error estimation
- markov chain
- bayesian inference
- belief networks
- parameter determination
- bayesian networks
- automatic model selection