Nonreversible Jump Algorithms for Bayesian Nested Model Selection.
Philippe GagnonArnaud DoucetPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- model selection
- bayesian learning
- bayesian methods
- cross validation
- bayesian approaches
- hyperparameters
- statistical inference
- statistical learning
- machine learning
- bayesian model averaging
- error estimation
- variable selection
- learning algorithm
- parameter determination
- model selection criteria
- sample size
- parameter estimation
- bayesian networks
- gaussian process
- generalization bounds
- information criterion
- regression model
- automatic model selection
- posterior distribution
- generalization error
- marginal likelihood
- hypothesis tests
- maximum likelihood
- bayesian model selection