Bias-corrected inference for multivariate nonparametric regression: Model selection and oracle property.
Francesco GiordanoMaria Lucia ParrellaPublished in: J. Multivar. Anal. (2016)
Keyphrases
- model selection
- nonparametric regression
- regression model
- statistical inference
- cross validation
- bayesian model selection
- hyperparameters
- parameter estimation
- bayesian learning
- multivariate regression
- selection criterion
- statistical learning
- variable selection
- pointwise
- error estimation
- variational bayes
- subspace information criterion
- machine learning
- feature selection
- sample size
- information criterion
- mixture model
- generalization error
- model selection criteria
- automatic model selection
- gaussian process
- bayesian inference
- probabilistic inference
- leave one out cross validation
- marginal likelihood
- bayesian methods
- bayesian networks
- exact inference
- probability density function