Fast computation of the deviance information criterion for latent variable models.
Joshua C. C. ChanAngelia L. GrantPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- information criterion
- latent variable models
- model selection
- cross validation
- probability model
- latent variables
- marginal likelihood
- bayesian information criterion
- factor analysis
- hidden markov models
- leave one out cross validation
- widely applicable
- selection criterion
- learning problems
- hidden variables
- latent dirichlet allocation
- sample size
- random variables
- machine learning
- k means
- pairwise
- training set
- feature space
- bayesian networks
- feature selection