Expected predictive least squares for model selection in covariance structures.
Haruhiko OgasawaraPublished in: J. Multivar. Anal. (2017)
Keyphrases
- model selection
- least squares
- parameter estimation
- cross validation
- regression model
- bayesian learning
- hyperparameters
- model selection criteria
- sample size
- machine learning
- mixture model
- meta learning
- statistical learning
- selection criterion
- error estimation
- information criterion
- motion segmentation
- statistical inference
- multivariate regression
- variable selection
- gaussian process
- leave one out cross validation
- optical flow
- automatic model selection
- feature selection
- likelihood function
- probability distribution
- pairwise
- parameter determination