Model selection by MCMC computation.
Christophe AndrieuPetar M. DjuricArnaud DoucetPublished in: Signal Process. (2001)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- bayesian learning
- posterior distribution
- sample size
- regression model
- markov chain monte carlo
- statistical learning
- error estimation
- machine learning
- selection criterion
- generalization error
- mixture model
- model selection criteria
- gaussian process
- feature selection
- parameter determination
- information criterion
- approximate inference
- monte carlo
- motion segmentation
- variable selection
- markov chain
- data mining
- bayesian information criterion
- variational bayes
- bayesian methods
- generative model
- statistical inference
- generalization bounds