Bayesian error estimation and model selection in sparse logistic regression.
Heikki HuttunenTapio ManninenJussi TohkaPublished in: MLSP (2013)
Keyphrases
- error estimation
- model selection
- bayesian learning
- marginal likelihood
- bayesian model selection
- cross validation
- hyperparameters
- statistical inference
- bayesian methods
- bayesian approaches
- error estimates
- covariate shift
- sample size
- posterior distribution
- regression model
- parameter estimation
- generalization error
- statistical learning
- mixture model
- machine learning
- selection criterion
- variable selection
- maximum likelihood
- bayesian networks
- gaussian process
- bayesian information criterion
- posterior probability
- model selection criteria
- information criterion
- leave one out cross validation
- gaussian processes
- feature selection