Bridging AIC and BIC: A New Criterion for Autoregression.
Jie DingVahid TarokhJing-Yu YangPublished in: IEEE Trans. Inf. Theory (2018)
Keyphrases
- information criterion
- model selection criteria
- bayesian information criterion
- model selection
- selection criterion
- akaike information criterion
- marginal likelihood
- cross validation
- selection criteria
- maximum likelihood
- mixture model
- probability model
- gaussian mixture model
- factor analysis
- hyperparameters
- training data
- feature selection
- neural network
- sample size
- minimum description length
- support vector
- widely applicable
- clustering algorithm
- genetic algorithm
- data mining