Model selection using cross validation Bayesian predictive densities.
Maïza BekaraGilles FleuryPublished in: ISSPA (2) (2003)
Keyphrases
- model selection
- cross validation
- bayesian learning
- hyperparameters
- marginal likelihood
- bayesian model selection
- statistical inference
- posterior distribution
- bayesian methods
- variable selection
- parameter estimation
- mixture model
- sample size
- gaussian process
- generalization error
- gaussian processes
- regression model
- machine learning
- selection criterion
- posterior probability
- information criterion
- feature selection
- model selection criteria
- probability distribution
- error estimation
- leave one out cross validation
- bayesian networks
- probability density function
- meta learning
- maximum likelihood
- data mining