Consistent model selection in the spiked Wigner model via AIC-type criteria.
Soumendu Sundar MukherjeePublished in: CoRR (2023)
Keyphrases
- model selection
- information criterion
- model selection criteria
- parameter estimation
- bayesian information criterion
- selection criterion
- cross validation
- bayesian learning
- objective function
- probabilistic model
- bayesian methods
- marginal likelihood
- hyperparameters
- statistical learning
- automatic model selection
- statistical inference
- machine learning
- feature selection
- likelihood function
- probability model
- variable selection
- statistical models
- sample size
- mixture model