Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models.
Heng LianPublished in: J. Multivar. Anal. (2014)
Keyphrases
- additive models
- model selection
- bayesian information criterion
- statistical inference
- high dimensional
- cross validation
- information criterion
- linear classifiers
- hyperparameters
- regression model
- generalization error
- sample size
- selection criterion
- mixture model
- variable selection
- unsupervised learning
- machine learning
- feature selection
- low dimensional
- gaussian process
- linear model
- feature space
- dimensionality reduction
- least squares
- semi supervised