Consistency of ELBO maximization for model selection.
Badr-Eddine Chérief-AbdellatifPublished in: AABI (2018)
Keyphrases
- model selection
- cross validation
- bayesian learning
- parameter estimation
- hyperparameters
- error estimation
- model selection criteria
- mixture model
- sample size
- statistical learning
- leave one out cross validation
- meta learning
- regression model
- variable selection
- machine learning
- bayesian information criterion
- motion segmentation
- feature selection
- selection criterion
- statistical inference
- objective function
- data sets
- generalization error
- bayesian model selection
- gaussian process
- upper bound
- bayesian methods
- high dimensional
- learning algorithm