Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection.
Grace X. HuDavid R. KuipersYong ZengPublished in: SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
- model selection
- bayesian inference
- statistical inference
- data sets
- hyperparameters
- training data
- regression model
- sample size
- prior information
- machine learning
- missing data
- bayesian methods
- statistical learning
- parameter determination
- hypothesis tests
- selection criterion
- variable selection
- cross validation
- mixture model
- probability distribution
- objective function