Graphical LASSO based Model Selection for Time Series.
Alexander JungGabor HannakNorbert GoertzPublished in: IEEE Signal Process. Lett. (2015)
Keyphrases
- model selection
- cross validation
- variable selection
- sample size
- statistical learning
- bayesian learning
- feature selection
- hyperparameters
- regression model
- parameter estimation
- selection criterion
- mixture model
- error estimation
- machine learning
- motion segmentation
- generalization error
- meta learning
- gaussian process
- statistical inference
- model selection criteria
- parameter determination
- training data
- generalization bounds
- information criterion