Comparing measures of model selection for penalized splines in Cox models.
Elizabeth J. MalloyDonna SpiegelmanEllen A. EisenPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- model selection
- regression model
- cross validation
- parameter estimation
- hyperparameters
- machine learning
- sample size
- mixture model
- statistical learning
- bayesian learning
- selection criterion
- motion segmentation
- meta learning
- error estimation
- information criterion
- model selection criteria
- variable selection
- generalization error
- gaussian process
- feature selection
- generalization bounds
- bayesian information criterion
- leave one out cross validation
- maximum likelihood
- closed form
- generative model
- marginal likelihood
- hypothesis tests
- least squares
- automatic model selection