Edge Exclusion Tests for Improper Complex Gaussian Graphical Model Selection.
Jitendra K. TugnaitPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- statistical learning
- parameter estimation
- sample size
- hypothesis tests
- mixture model
- machine learning
- error estimation
- statistical inference
- motion segmentation
- model selection criteria
- generalization error
- meta learning
- variable selection
- regression model
- information criterion
- selection criterion
- automatic model selection
- feature selection
- gaussian process
- bayesian methods
- bayesian information criterion
- leave one out cross validation
- marginal likelihood
- real world
- gaussian mixture model
- maximum likelihood
- learning algorithm
- parameter determination
- density estimation