On model selection consistency of penalized M-estimators: a geometric theory.
Jason D. LeeYuekai SunJonathan E. TaylorPublished in: NIPS (2013)
Keyphrases
- model selection
- cross validation
- parameter estimation
- hyperparameters
- regression model
- sample size
- bayesian learning
- meta learning
- motion segmentation
- selection criterion
- machine learning
- mixture model
- variable selection
- statistical learning
- error estimation
- model selection criteria
- gaussian process
- generalization error
- statistical inference
- feature selection
- hypothesis tests
- statistical learning theory
- least squares
- bayesian methods