Computing Minimum Description Length for Robust Linear Regression Model Selection.
Guoqi Q. QianPublished in: Pacific Symposium on Biocomputing (1999)
Keyphrases
- model selection
- linear regression
- minimum description length
- multivariate regression
- cross validation
- least squares
- regression model
- regression methods
- sample size
- parameter estimation
- hyperparameters
- information theoretic
- mixture model
- nonlinear regression
- gaussian process
- machine learning
- ridge regression
- feature selection
- mdl principle
- variable selection
- model selection criteria
- selection criterion
- information criterion
- bayesian information criterion
- generalization error
- marginal likelihood
- automatic model selection
- probability distribution