Model Selection Through Sparse Maximum Likelihood Estimation
Onureena BanerjeeLaurent El GhaouiAlexandre d'AspremontPublished in: CoRR (2007)
Keyphrases
- model selection
- maximum likelihood estimation
- parameter estimation
- cross validation
- maximum likelihood
- hyperparameters
- em algorithm
- sample size
- bayesian learning
- selection criterion
- regression model
- sparse representation
- probability distribution
- machine learning
- unsupervised learning
- high dimensional
- marginal likelihood
- model selection criteria
- variable selection
- statistical models
- mixture model
- expectation maximization
- likelihood function
- information criterion
- feature selection
- generalization error
- gaussian process
- approximate inference
- semi supervised
- bayesian information criterion
- image processing