Nonlinear model selection for PARMA processes using RJMCMC.
Oktay KarakusErcan E. KuruogluMustafa A. AltinkayaPublished in: EUSIPCO (2017)
Keyphrases
- model selection
- cross validation
- parameter estimation
- regression model
- hyperparameters
- statistical learning
- bayesian learning
- generalization error
- mixture model
- model selection criteria
- information criterion
- sample size
- feature selection
- gaussian process
- meta learning
- machine learning
- selection criterion
- variable selection
- motion segmentation
- leave one out cross validation
- principal component analysis
- generalization bounds
- image segmentation
- parameter determination