Efficient model selection in switching linear dynamic systems.
Parisa KarimiMark D. ButalaFarzad KamalabadiPublished in: CoRR (2020)
Keyphrases
- model selection
- dynamic systems
- cross validation
- complex systems
- consistency based diagnosis
- bayesian learning
- discrete event
- hyperparameters
- parameter estimation
- qualitative reasoning
- regression model
- dynamical systems
- mixture model
- sample size
- statistical learning
- model selection criteria
- machine learning
- generalization error
- error estimation
- automatic model selection
- marginal likelihood
- information criterion
- leave one out cross validation
- selection criterion
- bayesian information criterion
- gaussian process
- variable selection
- generative model
- qualitative models
- posterior distribution
- upper bound
- feature selection