Edge Exclusion Tests for Graphical Model Selection: Complex Gaussian Vectors and Time Series.
Jitendra K. TugnaitPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- model selection
- cross validation
- parameter estimation
- sample size
- meta learning
- bayesian learning
- statistical learning
- hyperparameters
- model selection criteria
- hypothesis tests
- leave one out cross validation
- error estimation
- generalization error
- variable selection
- regression model
- mixture model
- machine learning
- statistical inference
- feature selection
- selection criterion
- motion segmentation
- gaussian process
- marginal likelihood
- kernel matrix
- information criterion
- data mining
- decision trees
- generalization bounds
- similarity measure
- probabilistic model
- maximum likelihood
- real world