An Entropy Maximization Approach to Optimal Model Selection in Gaussian Mixtures.
Antonio Peñalver BenaventJuan Manuel SáezFrancisco EscolanoPublished in: CIARP (2003)
Keyphrases
- model selection
- gaussian mixture
- mixture model
- cross validation
- hyperparameters
- sample size
- parameter estimation
- closed form
- machine learning
- model selection criteria
- selection criterion
- bayesian model selection
- expectation maximization
- feature selection
- information criterion
- gaussian process
- probability density function
- density estimation
- generalization error
- gaussian mixture model
- unsupervised learning
- marginal likelihood
- worst case
- information theoretic
- em algorithm