Model Selection for Linear Mixed Models Using Predictive Criteria.
Jun WangG. Bruce SchaaljePublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- model selection
- model selection criteria
- cross validation
- parameter estimation
- hyperparameters
- statistical inference
- bayesian learning
- error estimation
- information criterion
- machine learning
- mixture model
- automatic model selection
- variable selection
- regression model
- sample size
- generalization error
- meta learning
- statistical learning
- gaussian process
- selection criteria
- selection criterion
- multivariate regression
- bayesian information criterion
- prior information
- leave one out cross validation
- gaussian processes
- linear regression
- upper bound