Model Selection for independent not identically distributed observations based on Rényi's pseudodistances.
Ángel FelipeMaría JaenadaPedro MirandaLeandro PardoPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- model selection
- identically distributed
- varying degrees
- random variables
- cross validation
- generalized gaussian
- hyperparameters
- parameter estimation
- machine learning
- sample size
- regression model
- mixture model
- feature selection
- graphical models
- gaussian process
- selection criterion
- probability density function
- model selection criteria
- conditional probabilities
- posterior distribution
- bayesian networks