Asymptotic Properties of a Class of Criteria for Best Model Selection.
Volodymyr StepashkoPublished in: CSIT (2) (2020)
Keyphrases
- model selection
- asymptotic properties
- model selection criteria
- cross validation
- hyperparameters
- statistical learning
- learning machines
- machine learning
- sample size
- bayesian learning
- meta learning
- mixture model
- bayesian information criterion
- regression model
- parameter estimation
- generalization error
- variable selection
- gaussian process
- motion segmentation
- error estimation
- marginal likelihood
- selection criterion
- statistical inference
- feature selection
- information criterion
- leave one out cross validation
- selection criteria
- probabilistic model
- inductive inference
- maximum likelihood
- automatic model selection