Finite Sample Improvement of Akaike's Information Criterion.
Adrien SaumardFabien NavarroPublished in: IEEE Trans. Inf. Theory (2021)
Keyphrases
- information criterion
- finite sample
- sample size
- model selection
- cross validation
- generalization error
- probability model
- upper bound
- nearest neighbor
- hyperparameters
- factor analysis
- bayesian information criterion
- worst case
- sample complexity
- widely applicable
- mixture model
- probabilistic model
- data sets
- support vector
- similarity measure