Model selection and estimation in the matrix normal graphical model.
Jianxin YinHongzhe LiPublished in: J. Multivar. Anal. (2012)
Keyphrases
- model selection
- graphical models
- parameter estimation
- statistical inference
- belief propagation
- cross validation
- error estimation
- selection criterion
- probabilistic model
- hyperparameters
- random variables
- structure learning
- approximate inference
- probabilistic graphical models
- mixture model
- sample size
- probabilistic inference
- regression model
- conditional random fields
- markov networks
- statistical learning
- feature selection
- bayesian networks
- variable selection
- message passing
- conditional independence
- machine learning
- density estimation
- exact inference
- information criterion
- statistical models
- transfer learning
- support vector