Graphical Lasso for High-dimensional Complex Gaussian Graphical Model Selection.
Jitendra K. TugnaitPublished in: ICASSP (2019)
Keyphrases
- model selection
- variable selection
- cross validation
- high dimensional
- bayesian learning
- hyperparameters
- sample size
- parameter estimation
- regression model
- feature selection
- machine learning
- leave one out cross validation
- statistical learning
- mixture model
- statistical inference
- selection criterion
- generalization error
- error estimation
- marginal likelihood
- dimensionality reduction
- real world
- information criterion
- least squares
- data points
- automatic model selection
- high dimensional data
- bayesian methods
- feature space
- model selection criteria