Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review.
Fernando LlorenteLuca MartinoDavid DelgadoJavier López-SantiagoPublished in: SIAM Rev. (2023)
Keyphrases
- model selection
- marginal likelihood
- hypothesis testing
- hypothesis tests
- cross validation
- hyperparameters
- sample size
- information criterion
- model selection criteria
- gaussian process
- statistical tests
- parameter estimation
- regression model
- confidence intervals
- leave one out cross validation
- variable selection
- feature selection
- bayesian information criterion
- selection criterion
- closed form
- mixture model
- generalization error
- machine learning
- exponential family
- approximate inference
- bayesian inference
- expectation propagation
- support vector