Non-Bayesian Post-Model-Selection Estimation as Estimation Under Model Misspecification.
Nadav HarelTirza RouttenbergPublished in: CoRR (2023)
Keyphrases
- model selection
- parameter estimation
- error estimation
- cross validation
- selection criterion
- bayesian learning
- bayesian model selection
- hyperparameters
- statistical inference
- mixture model
- sample size
- meta learning
- bayesian approaches
- gaussian process
- likelihood function
- real world
- gaussian processes
- bayesian information criterion
- information criterion
- marginal likelihood
- regression model
- model selection criteria
- support vector machine