Predictive probability as a criterion for model selection.
Petar M. DjuricSteven M. KayPublished in: ICASSP (1990)
Keyphrases
- model selection
- selection criterion
- model selection criteria
- cross validation
- marginal likelihood
- information criterion
- hyperparameters
- feature selection
- bayesian information criterion
- sample size
- parameter estimation
- regression model
- statistical learning
- bayesian learning
- multivariate regression
- statistical inference
- mixture model
- variable selection
- gaussian process
- error estimation
- probability distribution
- meta learning
- selection criteria
- generalization error
- machine learning
- parameter determination
- decision trees
- motion segmentation
- generalization bounds
- high dimensional
- posterior probability
- bayesian model selection
- data association