Model Selection and Estimation in INAR(P) Model Based on Lasso Class.
Xudong LinZhen GuoPublished in: DPTA (2019)
Keyphrases
- model selection
- parameter estimation
- cross validation
- error estimation
- selection criterion
- hyperparameters
- regression model
- sample size
- machine learning
- statistical learning
- mixture model
- variable selection
- generalization error
- bayesian learning
- learning machines
- motion segmentation
- automatic model selection
- marginal likelihood
- gaussian process
- model selection criteria
- statistical inference
- parameter determination
- feature selection
- information criterion
- leave one out cross validation
- bayesian methods
- posterior distribution
- decision trees