Sequential Monte Carlo for model selection and estimation of neural networks.
Christophe AndrieuNando de FreitasPublished in: ICASSP (2000)
Keyphrases
- model selection
- sequential monte carlo
- parameter estimation
- error estimation
- cross validation
- posterior distribution
- selection criterion
- hyperparameters
- regression model
- sample size
- machine learning
- importance sampling
- mixture model
- model selection criteria
- particle filter
- visual tracking
- gaussian process
- bayesian information criterion
- information criterion
- bayesian methods
- feature selection
- objective function