Scad-Penalized Complex Gaussian Graphical Model Selection.
Jitendra K. TugnaitPublished in: MLSP (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- parameter estimation
- regression model
- machine learning
- bayesian learning
- generalization error
- meta learning
- mixture model
- variable selection
- statistical learning
- error estimation
- information criterion
- gaussian process
- bayesian information criterion
- selection criterion
- motion segmentation
- model selection criteria
- leave one out cross validation
- least squares
- maximum likelihood
- statistical inference
- image segmentation
- automatic model selection
- bayesian methods
- real world
- marginal likelihood
- hypothesis tests
- parameter determination