Exact Post Model Selection Inference for Marginal Screening.
Jason D. LeeJonathan E. TaylorPublished in: CoRR (2014)
Keyphrases
- model selection
- statistical inference
- hyperparameters
- cross validation
- bayesian model selection
- variational bayes
- bayesian learning
- sample size
- model selection criteria
- generalization error
- selection criterion
- meta learning
- statistical learning
- parameter estimation
- bayesian inference
- machine learning
- probabilistic inference
- error estimation
- information criterion
- mixture model
- variable selection
- regression model
- marginal likelihood
- feature selection
- generalization bounds
- bayesian networks
- parameter determination
- gaussian process
- leave one out cross validation
- motion segmentation
- probability distribution
- message passing
- bayesian information criterion
- hypothesis tests
- data mining