Model Selection in a Composite Likelihood Framework Based on Density Power Divergence.
Elena CastillaNirian MartínLeandro PardoKonstantinos ZografosPublished in: Entropy (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- bayesian learning
- statistical inference
- machine learning
- bayesian model selection
- error estimation
- selection criterion
- meta learning
- statistical learning
- parameter estimation
- variable selection
- maximum likelihood
- gaussian process
- sample size
- model selection criteria
- feature selection
- regression model
- probabilistic model