Shrinkage and model selection with correlated variables via weighted fusion.
Z. John DayeX. Jessie JengPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- model selection
- variable selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- regression model
- statistical learning
- motion segmentation
- error estimation
- bayesian learning
- generalization error
- feature selection
- model selection criteria
- denoising
- machine learning
- mixture model
- statistical inference
- marginal likelihood
- image denoising
- gaussian process
- selection criterion
- generalization bounds
- image fusion
- leave one out cross validation
- information criterion
- automatic model selection