Robust model selection with flexible trimming.
Marco RianiAnthony C. AtkinsonPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- model selection
- cross validation
- bayesian learning
- hyperparameters
- parameter estimation
- regression model
- statistical learning
- sample size
- mixture model
- selection criterion
- feature selection
- motion segmentation
- meta learning
- leave one out cross validation
- statistical inference
- machine learning
- parameter determination
- generalization error
- variable selection
- information criterion
- model selection criteria
- bayesian methods
- generalization bounds
- bayesian information criterion
- marginal likelihood
- statistical model
- gaussian process
- hypothesis tests