Comparison of Bayesian predictive methods for model selection.
Juho PiironenAki VehtariPublished in: Stat. Comput. (2017)
Keyphrases
- model selection
- cross validation
- statistical inference
- bayesian learning
- bayesian methods
- hyperparameters
- statistical learning
- parameter estimation
- regression model
- bayesian model selection
- bayesian approaches
- marginal likelihood
- meta learning
- variable selection
- density estimation
- mixture model
- bayesian networks
- learning algorithm
- posterior distribution
- missing data
- selection criterion
- machine learning