Model selection via worst-case criterion for nonlinear bounded-error estimation.
Sofiane Brahim-BelhouariMichel KiefferGilles FleuryLuc JaulinEric WalterPublished in: IEEE Trans. Instrum. Meas. (2000)
Keyphrases
- error estimation
- model selection
- worst case
- selection criterion
- model selection criteria
- cross validation
- marginal likelihood
- sample size
- feature selection
- bayesian information criterion
- error estimates
- hyperparameters
- information criterion
- bayesian learning
- parameter estimation
- regression model
- lower bound
- variable selection
- generalization error
- mixture model
- statistical inference
- machine learning
- upper bound
- bayesian model selection
- active learning
- similarity measure
- feature extraction
- data mining
- automatic model selection