Model Selection with Componentwise Shrinkage in Orthogonal Regression.
Katsuyuki HagiwaraPublished in: IEICE Trans. Fundam. Electron. Commun. Comput. Sci. (2003)
Keyphrases
- model selection
- regression model
- cross validation
- bayesian learning
- parameter estimation
- hyperparameters
- sample size
- denoising
- mixture model
- image denoising
- gaussian process
- motion segmentation
- generalization error
- selection criterion
- statistical learning
- error estimation
- model selection criteria
- meta learning
- bayesian methods
- machine learning
- generalization bounds
- multivariate regression
- feature selection
- statistical inference
- learning machines
- information criterion
- marginal likelihood
- bayesian model selection
- variable selection
- bayesian information criterion
- least squares
- parameter determination