Necessary conditions for consistent set-based graphical model selection.
Divyanshu VatsJosé M. F. MouraPublished in: ISIT (2011)
Keyphrases
- model selection
- cross validation
- model selection criteria
- parameter estimation
- sample size
- regression model
- hyperparameters
- generalization error
- bayesian learning
- selection criterion
- feature selection
- statistical learning
- variable selection
- information criterion
- leave one out cross validation
- mixture model
- mutual information