On the impact of model selection on predictor identification and parameter inference.
Ruth M. PfeifferAndrew ReddRaymond J. CarrollPublished in: Comput. Stat. (2017)
Keyphrases
- model selection
- statistical inference
- cross validation
- bayesian model selection
- parameter estimation
- hyperparameters
- model selection criteria
- sample size
- bayesian learning
- motion segmentation
- statistical learning
- variational bayes
- error estimation
- machine learning
- information criterion
- selection criterion
- feature selection
- regression model
- variable selection
- gaussian process
- probabilistic inference
- generalization error
- mixture model
- approximate inference
- parameter values
- bayesian networks
- markov chain monte carlo
- exact inference
- generalization bounds
- parameter settings
- marginal likelihood
- parameter determination