Minimax rate adaptive estimation over continuous hyper-parameters.
Yuhong YangPublished in: IEEE Trans. Inf. Theory (2001)
Keyphrases
- hyperparameters
- model selection
- cross validation
- random sampling
- bayesian inference
- closed form
- variational bayes
- bayesian framework
- sample size
- support vector
- em algorithm
- noise level
- prior information
- parameter estimation
- maximum likelihood
- posterior distribution
- incremental learning
- bayesian methods
- data sets
- parameter settings
- maximum a posteriori
- incomplete data
- conjugate priors
- parameter space
- level set
- worst case
- prior knowledge
- training data
- clustering algorithm
- machine learning