A LASSO-penalized BIC for mixture model selection.
Sakyajit BhattacharyaPaul D. McNicholasPublished in: Adv. Data Anal. Classif. (2014)
Keyphrases
- model selection
- mixture model
- cross validation
- bayesian information criterion
- variable selection
- model selection criteria
- marginal likelihood
- hyperparameters
- feature selection
- bayesian learning
- sample size
- information criterion
- gaussian mixture model
- selection criterion
- regression model
- parameter estimation
- error estimation
- unsupervised learning
- generalization error
- machine learning
- parameter determination
- gaussian process
- density estimation
- gaussian distribution
- statistical inference
- expectation maximization
- maximum likelihood
- decision trees