Refinements to Model Selection for Nonlinear Time Series.
Tomomichi NakamuraKevin JuddAlistair I. MeesPublished in: Int. J. Bifurc. Chaos (2003)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- regression model
- sample size
- selection criterion
- mixture model
- model selection criteria
- statistical learning
- motion segmentation
- parameter estimation
- generalization error
- meta learning
- machine learning
- variable selection
- error estimation
- feature selection
- gaussian process
- bayesian methods
- statistical inference
- information criterion
- learning algorithm
- data sets