Decoupled estimation of the parameters and hyperparameters of generalized stochastic constraint TARMA models.
Luis David Avendaño-ValenciaSpilios D. FassoisPublished in: ISCCSP (2014)
Keyphrases
- hyperparameters
- model selection
- parameter estimation
- bayesian framework
- cross validation
- gaussian processes
- probabilistic model
- bayesian inference
- bayesian methods
- maximum likelihood
- prior information
- gaussian process
- em algorithm
- incremental learning
- regularization parameter
- parameter settings
- random sampling
- markov random field
- prior knowledge
- incomplete data
- parameter optimization
- closed form
- parameter values
- maximum a posteriori
- machine learning
- missing data
- probability distribution
- active learning
- support vector
- clustering algorithm
- feature selection