Confidence Intervals for the Hyperparameters in Structural Models.
Glaura C. FrancoThiago R. SantosJuliana A. RibeiroFrederico R. B. CruzPublished in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
- confidence intervals
- hyperparameters
- structural models
- sample size
- model selection
- random sampling
- structural model
- closed form
- cross validation
- em algorithm
- maximum likelihood
- prior information
- upper bound
- bayesian inference
- maximum a posteriori
- bayesian framework
- noise level
- support vector
- ls svm
- incremental learning
- test set
- objective function
- machine learning
- markov chain
- parameter space
- monte carlo
- prior knowledge
- causal models
- regression model
- parameter estimation