Simultaneous Feature and Model Selection for Continuous Hidden Markov Models.
Hao ZhuZhongshi HeHenry LeungPublished in: IEEE Signal Process. Lett. (2012)
Keyphrases
- model selection
- continuous hidden markov models
- hidden markov models
- selection criterion
- cross validation
- hyperparameters
- sample size
- bayesian learning
- machine learning
- statistical learning
- parameter estimation
- mixture model
- model selection criteria
- motion segmentation
- regression model
- variable selection
- generalization error
- meta learning
- marginal likelihood
- information criterion
- feature selection
- error estimation
- statistical inference
- generalization bounds
- leave one out cross validation
- automatic model selection
- learning algorithm
- feature set
- gaussian process