Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random.
Yuting WeiQihua WangXiaogang DuanJing QinPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- model selection
- kullback leibler distance
- cross validation
- selection criterion
- model selection criteria
- feature vectors
- subspace information criterion
- parameter estimation
- sample size
- hyperparameters
- mixture model
- missing data
- information criterion
- machine learning
- feature selection
- covariance matrix
- marginal likelihood
- missing values
- variable selection
- generalization error
- intensity distribution
- bayesian information criterion
- feature space
- automatic model selection
- objective function
- incomplete data