Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation.
Yifan ChenHouman OwhadiAndrew M. StuartPublished in: Math. Comput. (2021)
Keyphrases
- support vector machine
- parameter estimation
- empirical bayes
- support vector
- feature space
- markov random field
- model selection
- maximum likelihood
- least squares
- maximum likelihood estimation
- statistical models
- random fields
- em algorithm
- approximate inference
- machine learning
- expectation maximization
- parameter estimation algorithm
- parameter values
- estimation problems
- posterior distribution
- model fitting
- structure learning
- parameter estimates