Robust Model Selection with LARS Based on S-estimators.
Claudio AgostinelliMatías Salibián BarreraPublished in: COMPSTAT (2010)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- parameter estimation
- gaussian process
- regression model
- bayesian learning
- statistical learning
- meta learning
- model selection criteria
- feature selection
- mixture model
- error estimation
- marginal likelihood
- information criterion
- statistical inference
- generalization error
- hypothesis tests
- motion segmentation
- machine learning
- automatic model selection
- bayesian methods
- variable selection
- selection criterion
- bayesian information criterion
- mutual information
- leave one out cross validation
- posterior distribution
- parameter determination
- training set