A better measure of relative prediction accuracy for model selection and model estimation.
Chris TofallisPublished in: J. Oper. Res. Soc. (2015)
Keyphrases
- prediction accuracy
- model selection
- parameter estimation
- selection criterion
- cross validation
- probabilistic model
- bayesian learning
- probability distribution
- closed form
- information criterion
- automatic model selection
- similarity measure
- marginal likelihood
- bayesian methods
- generalization error
- statistical methods
- regression model
- bayesian networks