Robust Model Selection of Non Tree-Structured Gaussian Graphical Models.
Abrar ZahinRajasekhar AnguluriOliver KosutLalitha SankarGautam DasarathyPublished in: CoRR (2022)
Keyphrases
- model selection
- cross validation
- gaussian graphical models
- hyperparameters
- sample size
- parameter estimation
- machine learning
- regression model
- statistical inference
- model selection criteria
- feature selection
- information criterion
- marginal likelihood
- generalization error
- gaussian process
- selection criterion
- mixture model
- graphical models
- least squares
- variable selection
- parameter determination
- data sets