Model selection for discrete regular vine copulas.
Anastasios PanagiotelisClaudia CzadoHarry JoeJakob StöberPublished in: Comput. Stat. Data Anal. (2017)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- bayesian learning
- mixture model
- sample size
- model selection criteria
- regression model
- statistical learning
- generalization error
- feature selection
- machine learning
- error estimation
- meta learning
- motion segmentation
- selection criterion
- statistical inference
- marginal likelihood
- parameter determination
- automatic model selection
- variable selection
- leave one out cross validation
- information criterion
- data sets
- support vector
- bayesian information criterion