Bayesian Post-Model-Selection Estimation.
Nadav HarelTirza RouttenbergPublished in: IEEE Signal Process. Lett. (2021)
Keyphrases
- model selection
- bayesian learning
- parameter estimation
- cross validation
- error estimation
- marginal likelihood
- statistical inference
- selection criterion
- bayesian model selection
- hyperparameters
- posterior distribution
- bayesian methods
- bayesian approaches
- covariate shift
- sample size
- motion segmentation
- regression model
- model selection criteria
- variable selection
- mixture model
- machine learning
- statistical learning
- meta learning
- gaussian process
- generalization error
- information criterion
- automatic model selection
- leave one out cross validation
- likelihood function
- posterior probability
- gaussian processes
- maximum likelihood
- feature selection