Model Selection and Minimax Estimation in Generalized Linear Models.
Felix AbramovichVadim GrinshteinPublished in: IEEE Trans. Inf. Theory (2016)
Keyphrases
- model selection
- generalized linear models
- regression model
- parameter estimation
- cross validation
- logistic regression
- hyperparameters
- sample size
- machine learning
- linear regression
- selection criterion
- gaussian process
- mixture model
- feature selection
- model selection criteria
- unsupervised learning
- regression methods
- support vector regression
- variable selection
- graphical models
- gaussian processes