Marginal likelihood computation for model selection and hypothesis testing: an extensive review.
Fernando LlorenteLuca MartinoDavid DelgadoJavier López-SantiagoPublished in: CoRR (2020)
Keyphrases
- marginal likelihood
- model selection
- hypothesis testing
- hypothesis tests
- cross validation
- hyperparameters
- model selection criteria
- information criterion
- sample size
- regression model
- statistical tests
- machine learning
- gaussian process
- generalization error
- bayesian information criterion
- parameter estimation
- mixture model
- variable selection
- feature selection
- confidence intervals
- selection criterion
- leave one out cross validation
- decision trees
- statistical model