Sequential Bayesian Polynomial Chaos Model Selection for Estimation of Sensitivity Indices.
Matthias Hwai Yong TanPublished in: SIAM/ASA J. Uncertain. Quantification (2015)
Keyphrases
- model selection
- bayesian learning
- parameter estimation
- error estimation
- cross validation
- statistical inference
- bayesian model selection
- marginal likelihood
- selection criterion
- hyperparameters
- posterior distribution
- bayesian methods
- bayesian approaches
- sample size
- model selection criteria
- covariate shift
- regression model
- feature selection
- motion segmentation
- generalization error
- mixture model
- machine learning
- gaussian processes
- gaussian process
- statistical learning
- variable selection
- information criterion
- posterior probability
- markov chain monte carlo
- likelihood function
- generalization bounds
- bayesian networks